Comment on "Optimal portfolio selection in a value-at-risk framework"
| Year of publication: |
2005
|
|---|---|
| Authors: | Huang, Hung-Hsi |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 29.2005, 12, p. 3181-3185
|
| Publisher: |
Elsevier |