Safety first portfolio choice based on financial and sustainability returns
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Publication:1926833
DOI10.1016/j.ejor.2012.02.034zbMath1253.91165OpenAlexW2029613953MaRDI QIDQ1926833
Sebastian Utz, Gregor Dorfleitner
Publication date: 29 December 2012
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://epub.uni-regensburg.de/19960/11/elsarticle-template-5-harv_supplemenatry_material_FoundationsofPortfolioTheory_Revision2.pdf
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- Generalized Safety First and a New Twist on Portfolio Performance
- An Extension of Shapiro and Wilk's W Test for Normality to Large Samples
- Some Concepts of Dependence
- Safety First and the Holding of Assets
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