Simple Rules for Optimal Portfolio Selection in Stable Paretian Markets

• 1 September 1979
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 34  (4) , 1041-1047
• https://doi.org/10.2307/2327069

Abstract

Keywords

• PORTFOLIO SELECTION
• SIMPLE RULES
• PARETIAN MARKETS
• STABLE PARETIAN
• OPTIMAL PORTFOLIO