Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis
| Year of publication: |
2002
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|---|---|
| Authors: | Alexander, Gordon J. ; Baptista, Alexandre M. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 26.2002, 7, p. 1159-1194
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