Optimal portfolio selection in a Value-at-Risk framework
| Year of publication: |
2001
|
|---|---|
| Authors: | Campbell, Rachel ; Huisman, Ronald ; Koedijk, Kees |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 25.2001, 9, p. 1789-1804
|
| Publisher: |
Elsevier |