Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis

✍ Scribed by Gordon J. Alexander; Alexandre M. Baptista

• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 249 KB
• Volume: 26
• Category: Article
• ISSN: 0165-1889
• DOI: 10.1016/s0165-1889(01)00041-0