Type of publication: Book / Working Paper
Language: English
Notes:
Xu, Guo and Wing-Keung, Wong and Lixing, Zhu (2013): Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk.
Classification: C00 - Mathematical and Quantitative Methods. General ; G11 - Portfolio Choice
Source:
BASE
Persistent link: https://www.econbiz.de/10015239885