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



  • 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

Date in CU Experts

  • June 25, 2014 3:13 AM

Full Author List


Full Editor List

  • Scowcroft A

author count

  • 1

Other Profiles

International Standard Book Number (ISBN) 10

  • 0080471846

International Standard Book Number (ISBN) 13

  • 9780080471846