Theory of dynamic portfolio choice for survival under uncertainty
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- Roy, Santanu, 1995. "Theory of dynamic portfolio choice for survival under uncertainty," Mathematical Social Sciences, Elsevier, vol. 30(2), pages 171-194, October.
- Santanu Roy, 1995. "Theory of Dynamic Portfolio Choice for Survival Under Uncertainty," CESifo Working Paper Series 78, CESifo Group Munich.
References listed on IDEAS
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- Li, Zhongfei & Yao, Jing & Li, Duan, 2010. "Behavior patterns of investment strategies under Roy's safety-first principle," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(2), pages 167-179, May.
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