Open AccessThe optimal portfolios based on a modified safety-first rule with risk-free saving
Author(s) -
Yuanyao Ding,
Zudi Lu
Publication year - 2015
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2016.12.83
Subject(s) - portfolio , selection (genetic algorithm) , variance (accounting) , social security , actuarial science , risk–return spectrum , computer science , investment (military) , standard deviation , space (punctuation) , expected return , modern portfolio theory , econometrics , economics , operations research , mathematics , finance , statistics , artificial intelligence , accounting , market economy , politics , political science , law , operating system
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