Mean-variance portfolio allocation with a value at risk constraint
Enrique Sentana
| Year of publication: |
2001
|
|---|---|
| Authors: | Sentana, Enrique |
| Publisher: |
Madrid |
| Subject: | mean variance approach | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure |
| Extent: | 17 S graph. Darst |
|---|---|
| Series: | Documento de trabajo / Centro de Estudios Monetarios y Financieros. - Madrid, ZDB-ID 2102941-6. - Vol. 0105 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: ftp://ftp.cemfi.es/wp/01/0105.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001633973