Continuous-time mean–variance portfolio selection with value-at-risk and no-shorting constraints

✍ Scribed by Yan, Wei

• Book ID: 118005175
• Publisher: Taylor and Francis Group
• Year: 2012
• Tongue: English
• Weight: 187 KB
• Volume: 85
• Category: Article
• ISSN: 0020-7179
• DOI: 10.1080/00207179.2011.638326