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This work initiates research into the problem of determining an optimal investment strategy for investors with different attitudes towards the trade-offs of risk and profit. The probability distribution of the return values of the stocks that are considered by the investor are assumed to Research supported in part by NSF grants CCR-9531028 and CCR-9974871. Current address: Department of Computer Science, Northwestern University, Evanston, IL 60201, USA. Research supported in part by Texas Advanced Research Program Grant 1997-003594-019.

The risk profile problem for stock portfolio optimization (extended abstract)