Asset Allocation in a Value-at-Risk Framework
Year of publication: |
[1999]
|
---|---|
Authors: | Huisman, Ronald |
Other Persons: | Koedijk, Kees C. G. (contributor) ; Pownall, Rachel A.J. (contributor) |
Publisher: |
[1999]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (26 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 27, 1999 erstellt |
Other identifiers: | 10.2139/ssrn.163970 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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