Mean–variance portfolio selection with ‘at-risk’...

Journal of Banking & Finance 2007 Vol. 31; Iss. 12

Mean–variance portfolio selection with ‘at-risk’ constraints and discrete distributions

Gordon J. Alexander, Alexandre M. Baptista, Shu Yan
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
31
Year:
2007
Language:
english
DOI:
10.1016/j.jbankfin.2007.01.019
File:
PDF, 303 KB
english, 2007
Conversion to is in progress
Conversion to is failed