Tail estimation and mean-VaR portfolio selection in markets subject to financial instability
| Year of publication: |
2002
|
|---|---|
| Authors: | Consigli, Giorgio |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 26.2002, 7, p. 1355-1382
|
| Publisher: |
Elsevier |