Optimal portfolios under a value-at-risk constraint
| Year of publication: |
2004
|
|---|---|
| Authors: | Yiu, K. F. C. |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 28.2004, 7, p. 1317-1334
|
| Publisher: |
Elsevier |