Risk containment for investors with multivariate utility functions

Journal of Derivatives

Volumn 5, Issue 3, 1998, Pages 28-44

  Kritzman, Mark ^a   Rich, Don ^b  

^a Windham Capital Management LLC   (United States)

^b NORTHEASTERN UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84924341039     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.1998.407996     Document Type: Article

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