Asymptotic behaviour of mean-quantile efficient portfolios
| Year of publication: |
2006
|
|---|---|
| Authors: | Dmitrašinović-Vidović, Gordana ; Ware, Antony |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 10.2006, 4, p. 529-551
|
| Publisher: |
Springer |
| Subject: | Portfolio optimization | Merton’s portfolio | Quantile | Value at risk | Capital at risk |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005613457