Optimal Portfolios under a Value at Risk Constraint
| Autor: | Vorst, ACF (Ton), Casacuberta, C., Miró-Roig, R.M., Verdera, J., Xambó-Descamps, S. |
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| Přispěvatelé: | Finance, Erasmus School of Economics |
| Jazyk: | angličtina |
| Rok vydání: | 2001 |
| Zdroj: | Progress in Mathematics, 391-397 STARTPAGE=391;ENDPAGE=397;TITLE=Progress in Mathematics Progress in Mathematics; Proceedings of the European Congress of Mathematics, 391-397 STARTPAGE=391;ENDPAGE=397;TITLE=Progress in Mathematics; Proceedings of the European Congress of Mathematics |
| Databáze: | OpenAIRE |
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