Portfolio value-at-risk optimization for asymmetrically distributed asset returns

✍ Scribed by Joel Weiqiang Goh; Kian Guan Lim; Melvyn Sim; Weina Zhang

• Book ID: 113584109
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 508 KB
• Volume: 221
• Category: Article
• ISSN: 0377-2217
• DOI: 10.1016/j.ejor.2012.03.012