Access

You are not currently logged in.

Access your personal account or get JSTOR access through your library or other institution:

login

Log in to your personal account or through your institution.

If You Use a Screen Reader

This content is available through Read Online (Free) program, which relies on page scans. Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.

Safety-First and Expected Utility Maximization in Mean-Standard Deviation Portfolio Analysis

David H. Pyle and Stephen J. Turnovsky
The Review of Economics and Statistics
Vol. 52, No. 1 (Feb., 1970), pp. 75-81
Published by: The MIT Press
DOI: 10.2307/1927600
Stable URL: http://www.jstor.org/stable/1927600
Page Count: 7
  • Read Online (Free)
  • Download ($19.00)
  • Subscribe ($19.50)
  • Cite this Item
Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Safety-First and Expected Utility Maximization in Mean-Standard Deviation Portfolio Analysis
Preview not available

Page Thumbnails

  • Thumbnail: Page 
75
    75
  • Thumbnail: Page 
76
    76
  • Thumbnail: Page 
77
    77
  • Thumbnail: Page 
78
    78
  • Thumbnail: Page 
79
    79
  • Thumbnail: Page 
80
    80
  • Thumbnail: Page 
81
    81