Mean-VaR Portfolio Selection Under Real Constraints
| Year of publication: |
2011
|
|---|---|
| Authors: | Baixauli-Soler, J. Samuel ; Alfaro-Cid, Eva ; Fernandez-Blanco, Matilde O. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 37.2011, 2, p. 113-132
|