Optimal portfolios under a value-at-risk constraint
K. F. C. Yiu
| Year of publication: |
2004
|
|---|---|
| Authors: | Yiu, K. F. C. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 28.2004, 7, p. 1317-1334
|
| Subject: | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Dynamic programming | Risikomaß | Risk measure |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001880808