CVaR models with selective hedging for international asset allocation
| Year of publication: |
2002
|
|---|---|
| Authors: | Topaloglou, Nikolas ; Vladimirou, Hercules ; Zenios, Stavros A. |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 26.2002, 7, p. 1535-1561
|
| Publisher: |
Elsevier |