Dynamic value at risk under optimal and suboptimal portfolio policies
| Year of publication: |
2001
|
|---|---|
| Authors: | Fusai, Gianluca ; Luciano, Elisa |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 135.2001, 2, p. 249-269
|
| Publisher: |
Elsevier |