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"Objective comparisons of the optimal portfolios corresponding to different ..."

Bosco Wing-Tong Yu et al. (2009)

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DOI: 10.1016/J.EJOR.2008.11.044

access: closed

type: Journal Article

metadata version: 2020-02-21

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Bosco Wing-Tong Yu, Wan-Kai Pang, Marvin D. Troutt, Shui-Hung Hou:
Objective comparisons of the optimal portfolios corresponding to different utility functions. Eur. J. Oper. Res. 199(2): 604-610 (2009)

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