Type of publication: | Book / Working Paper |
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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