Portfolio Selection with Quadratic Utility Revisited

2004 ◽  
Vol 29 (2) ◽  
pp. 137-144 ◽  
Author(s):  
Timothy Mathews
Keyword(s):  
Portfolio Selection ◽  
Quadratic Utility

Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint

2015 ◽  
Vol 34 (1) ◽  
pp. 165-177 ◽  
Author(s):  
Jung Lim Koo ◽  
Se Ryoong Ahn ◽  
Byung Lim Koo ◽  
Hyeng Keun Koo ◽  
Yong Hyun Shin
Keyword(s):  
Portfolio Selection ◽  
Optimal Consumption ◽  
Quadratic Utility

AN APPROACH TO THE PROBLEM OF PORTFOLIO SELECTION

1996 ◽  
Vol 01 (01) ◽  
Author(s):  
T. Lorenzana ◽  
N. Márquez ◽  
S. Sardà
Keyword(s):  
Portfolio Selection

A DOWNSIDE RISK APPROACH FOR THE PORTFOLIO SELECTION PROBLEM WITH FUZZY RETURNS

2004 ◽  
Vol 09 (01) ◽  
Author(s):  
Teresa León ◽  
Vicente Liern ◽  
Paulina Marco ◽  
Enriqueta Vercher ◽  
José Vicente Segura
Keyword(s):  
Portfolio Selection ◽  
Downside Risk ◽  
Selection Problem ◽  
Portfolio Selection Problem ◽  
Risk Approach
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