Full Terms & Conditions of access and use can be found at http://www.tandfonline.com/action/journalInformation?journalCode=rquf20 Quantitative Finance ISSN: 1469-7688 (Print) 1469-7696 (Online) Journal homepage: http://www.tandfonline.com/loi/rquf20 On the price of risk in a mean-risk optimization model Darinka Dentcheva & Gregory J. Stock To cite this article: Darinka Dentcheva & Gregory J. Stock (2018): On the price of risk in a mean- risk optimization model, Quantitative Finance, DOI: 10.1080/14697688.2018.1436765 To link to this article: https://doi.org/10.1080/14697688.2018.1436765 Published online: 06 Mar 2018. Submit your article to this journal View related articles View Crossmark data