On the price of risk in a mean-risk optimization model
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Publication:4619512
DOI10.1080/14697688.2018.1436765zbMath1406.91408OpenAlexW2794424587WikidataQ130156665 ScholiaQ130156665MaRDI QIDQ4619512
Dentcheva, Darinka, Gregory J. Stock
Publication date: 6 February 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2018.1436765
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