Goal achieving probabilities of cone-constrained mean-variance portfolios
Article first published online: 9 DEC 2013
Copyright © 2013 John Wiley & Sons, Ltd.
Applied Stochastic Models in Business and Industry
Volume 30, Issue 5, pages 544–572, September/October 2014
How to Cite
2014), Goal achieving probabilities of cone-constrained mean-variance portfolios, Applied Stochastic Models in Business and Industry, 30, pages 544–572, doi: 10.1002/asmb.2002and (
- Issue published online: 3 OCT 2014
- Article first published online: 9 DEC 2013
- Manuscript Accepted: 3 OCT 2013
- Manuscript Revised: 13 JUN 2013
- Manuscript Received: 30 SEP 2012
Options for accessing this content:
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!