Mean-VaR portfolio selection under real constraints
J. Samuel Baixauli-Soler; Eva Alfaro-Cid; Matilde O. Fernandez-Blanco
| Year of publication: |
2011
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|---|---|
| Authors: | Baixauli-Soler, J. Samuel ; Alfaro-Cid, Eva ; Fernández Blanco, Matilde |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 37.2011, 2, p. 113-131
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| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008902939