On the performance of the minimum VaR portfolio
| Year of publication: |
2011
|
|---|---|
| Authors: | Durand, Robert B. ; Gould, John ; Maller, Ross |
| Published in: |
The European journal of finance. - London : Routledge, ISSN 1351-847X, ZDB-ID 12824124. - Vol. 17.2011, 7 (1.8.), p. 553-577
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