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  • efficient frontier  (1)
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    Electronic Resource
    Electronic Resource
    Growth-security profiles in capital accumulation under risk (1991)
    Springer
    Annals of operations research 31 (1991), S. 501-509 
    Details
    ISSN: 1572-9338
    Keywords: Growth ; security ; efficient frontier ; fixed fraction strategies
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract This paper considers the tradeoff between growth and security in the problem of capital accumulation under risk. It is shown how growth can be continuously traded for security with simple deterministic strategies generated from the optimal growth and optimal security problems. A lower bound is derived for the error resulting from the use of such strategies.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF02204866
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