Economic implications of using a mean-VaR model for portfolio selection : a comparison with mean-variance analysis
Year of publication: |
2002
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Authors: | Alexander, Gordon J. ; Baptista, Alexandre M. |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 26.2002, 7/8, p. 1159-1193
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Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Journal of economic dynamics & control |
Source: | ECONIS - Online Catalogue of the ZBW |
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