Optimal Guaranteed Portfolios and the Casino Effect

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@article{d9e9e4a3092d4b3d9a54e46eed1bbac1,

title = "Optimal Guaranteed Portfolios and the Casino Effect",

author = "C.L. Dert and K.P.B. Oldenkamp",

year = "2000",

doi = "10.1287/opre.48.5.768.12400",

language = "English",

volume = "48",

journal = "Operations Research",

issn = "0030-364X",

publisher = "INFORMS Inst.for Operations Res.and the Management Sciences",

number = "5",

}