Optimal Portfolios under a Value at Risk Constraint

Authors :: Vorst, ACF (Ton)
Casacuberta, C.
Miró-Roig, R.M.
Verdera, J.
Xambó-Descamps, S.
Finance
Erasmus School of Economics
Source :: Progress in Mathematics, 391-397, STARTPAGE=391;ENDPAGE=397;TITLE=Progress in Mathematics, Progress in Mathematics; Proceedings of the European Congress of Mathematics, 391-397, STARTPAGE=391;ENDPAGE=397;TITLE=Progress in Mathematics; Proceedings of the European Congress of Mathematics
Publication Year :: 2001
Publisher :: Birkhauser, 2001.

Language :: English
Database :: OpenAIRE
Journal :: Progress in Mathematics, 391-397, STARTPAGE=391;ENDPAGE=397;TITLE=Progress in Mathematics, Progress in Mathematics; Proceedings of the European Congress of Mathematics, 391-397, STARTPAGE=391;ENDPAGE=397;TITLE=Progress in Mathematics; Proceedings of the European Congress of Mathematics
Accession number :: edsair.dedup.wf.001..1a84e59ee6c82e27c9e3ced6e1c22ff0

Tools