Optimal risk taking with flexible income
Year of publication: |
2007
|
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Authors: | Cvitanić, Jakša ; Goukasian, Levon ; Zapatero, Fernando |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 53.2007, 10, p. 1594-1603
|
Subject: | Portfolio-Management | Portfolio selection | Risikopräferenz | Risk attitude | Operations Research | Operations research |
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