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Growth versus security tradeoffs indynamic investment analysis · Study

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ArticleGrowth versus security tradeoffs indynamic investment analysis

Leonard C. MacLean1999

Article1999

Growth versus security tradeoffs indynamic investment analysis

Leonard C. MacLean · William T. Ziemba

52 citations·0/0 files stored·Annals of Operations Research

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Risk and Portfolio Optimization Financial Markets and Investment Strategies Stochastic processes and financial applications

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References

1991Continuous-Time Finance.1989Mean-Variance Analysis in Portfolio Choice and Capital Markets.1996Recovering Probability Distributions from Option Prices 1968Optimal Multiperiod Portfolio Policies 1996The Asymptotic Distribution of Extreme Stock Market Returns 1959Criteria for Choice Among Risky Ventures 1998Worldwide asset and liability modeling 1970Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions

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Year1999

Typearticle

Published1999-01-01

VenueAnnals of Operations Research

ISSN-L0254-5330

Languageen

Citations52

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1023/a:1018969727211

openalex_workW88739019

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