Gaussian and logistic adaptations of smoothed safety first
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Publication:470737
DOI10.1007/s10436-013-0235-4zbMath1298.91139OpenAlexW2107672051MaRDI QIDQ470737
Publication date: 13 November 2014
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10436-013-0235-4
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- Generalized Safety First and a New Twist on Portfolio Performance
- Smoothed safety first and the holding of assets
- Safety First and the Holding of Assets
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