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

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

• Book ID: 116614958
• Publisher: Elsevier Science
• Year: 2007
• Tongue: English
• Weight: 303 KB
• Volume: 31
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2007.01.019