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A LARGE DEVIATION APPROACH TO PORTFOLIO MANAGEMENT - MaRDI portal

A LARGE DEVIATION APPROACH TO PORTFOLIO MANAGEMENT (Q4528080)

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scientific article; zbMATH DE number 1558387
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English
A LARGE DEVIATION APPROACH TO PORTFOLIO MANAGEMENT
scientific article; zbMATH DE number 1558387

    Statements

    title
    A LARGE DEVIATION APPROACH TO PORTFOLIO MANAGEMENT (English)
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    publication date
    20 August 2001
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    zbMATH Keywords
    portfolio selecton
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    large deviation
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    expected utility
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    tail probabilities
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    asset returns
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    dilation exponent
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    Identifiers

    zbMATH DE Number
    1558387
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    OpenAlex ID
    W2122790330
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