Comment on "Optimal portfolio selection in a value-at-risk framework"
Hung-Hsi Huang
| Year of publication: |
2005
|
|---|---|
| Authors: | Huang, Hung-Hsi |
| Other Persons: | Campbell, Rachel (reviewed) ; Huisman, Ronald (contributor) ; Koedijk, Kees (contributor) |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 29.2005, 12, p. 3181-3185
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | USA | United States | Risikomaß | Risk measure | 1990-1998 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003203873