Optimal Asset Allocation For Endowments: A Large Deviations Approach Chapter uri icon

Overview

abstract

  • Modern Portfolio Theory explores how risk averse investors construct portfolios in order to optimize market risk against expected returns. The theory quantifies the benefits of diversification.

publication date

  • June 25, 2003

Full Author List

  • STUTZER MJ

book title

  • Advances in Portfolio Construction and Implementation

Other Profiles

International Standard Book Number (ISBN) 13

  • 9780080471846