Optimal investment for institutional investors under value-at-risk contraints in Chines stock markets
Year of publication: |
2011
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Authors: | Chen, ZhengXiong ; Yüce, Ayşe |
Published in: |
Accounting & taxation : AT. - Hilo, Hawaii : IBFR, ISSN 1944-592X, ZDB-ID 2536580-0. - Vol. 3.2011, 1, p. 15-32
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Subject: | Institutioneller Investor | Institutional investor | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Theorie | Theory |
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