Optimal portfolio selection in a value-at-risk framework
Rachel Campbell; Ronald Huisman; Kees Koedijk
| Year of publication: |
2001
|
|---|---|
| Authors: | Campbell, Rachel ; Huisman, Ronald ; Koedijk, Kees |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 25.2001, 9, p. 1789-1804
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | USA | United States | Risikomaß | Risk measure | 1990-1998 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of banking & finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001604027