Asset allocation with conditional value-at-risk budgets
| Year of publication: |
2013
|
|---|---|
| Authors: | Boudt, Kris ; Carl, Peter ; Peterson, Brian G |
| Published in: |
Journal of risk. - London : Incisive Media Plc, ISSN 1465-1211, ZDB-ID 14762602. - Vol. 15.2013, 3, p. 39-68
|