Mean variance portfolio selection subject to value-at-risk constraints applied to real stock market data
F. Hamza, M. El Kharrim and M. El Hachloufi
| Year of publication: |
2013
|
|---|---|
| Authors: | Hamza, F. ; El Kharrim, Mohamed ; El Hachloufi, Mostafa |
| Published in: |
Computational techniques for banking and risk management. - New York, NY : Nova Publ., ISBN 978-1-62618-522-7. - 2013, p. 61-72
|
| Subject: | Risikomaß | Risk measure | Mathematische Optimierung | Mathematical programming | Varianzanalyse | Analysis of variance | Portfolio-Management | Portfolio selection | Marokko | Morocco | 2010 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010199040