Portfolio optimization for wealth-dependent risk preferences

Annals of Operations Research

Volumn 177, Issue 1, 2010, Pages 63-90

  Rios, Luis Miguel ^a   Sahinidis, Nikolaos V ^b  

^a University of Illinois at Urbana Champaign   (United States)

^b CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77952549415     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1007/s10479-009-0592-6     Document Type: Article

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