Optimal guaranteed return portfolios and the casino effect

KPB Oldenkamp, CL (Cees) Dert

Research output: Contribution to journal › Article › Academic › peer-review

20 Citations (Scopus)

Research programs

@article{be164bcf392b429fa8f4c55d317a49a2,

title = "Optimal guaranteed return portfolios and the casino effect",

author = "KPB Oldenkamp and Dert, {CL (Cees)}",

year = "2000",

language = "Undefined/Unknown",

volume = "48",

pages = "1--10",

journal = "Operations Research",

issn = "0030-364X",

publisher = "INFORMS Institute for Operations Research and the Management Sciences",

number = "5",

}