Optimal portfolio allocation under asset and surplus VaR constraints
Alain Monfort
| Year of publication: |
2008
|
|---|---|
| Authors: | Monfort, Alain |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717X. - Vol. 9.2008/09, 3, p. 178-192
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009871020