Mean-VaR Portfolio Selection Under Real Constraints
| Year of publication: |
2011
|
|---|---|
| Authors: | Baixauli-Soler, J. ; Alfaro-Cid, Eva ; Fernandez-Blanco, Matilde |
| Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 37.2011, 2, p. 113-131
|
| Publisher: |
Society for Computational Economics - SCE |
| Subject: | Portfolio selection | Heuristics | Optimization | Risk management |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925914