Solutions to the portfolio choice problem with VAR objective functions
Linus Wilson (Department of Economics & Finance, B. I. Moody III College of Business, University of Louisiana at Lafayette)
| Year of publication: |
December 2015
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|---|---|
| Authors: | Wilson, Linus |
| Published in: |
Economics, management and financial markets. - New York, NY : Addleton Acad. Publ., ISSN 1938-212X, ZDB-ID 2270776-1. - Vol. 10.2015, 4, p. 29-46
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| Subject: | modern portfolio theory (MPT) | Value at Risk (VaR) | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Theorie | Theory | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011555113