Constant mix portfolios and risk aversion

Samuel Kyle Jones, J. Bert Stine

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)1-8
Number of pages8
JournalJournal of Financial Counseling and Planning
Volume16
Issue number2
StatePublished - 2005

ASJC Scopus Subject Areas

  • Finance
  • Economics and Econometrics

Keywords

  • Monte carlo simulation
  • Portfolio rebalancing
  • Risk aversion

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