Title of article
CVaR models with selective hedging for international asset allocation
Author/Authors
Nikolas Topaloglou، نويسنده , , Hercules Vladimirou، نويسنده , , Stavros A. Zenios، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
27
From page
1535
To page
1561
Keywords
Stochastic programming models , International asset allocation , Risk management , Currency hedging
Journal title
Journal of Banking and Finance
Serial Year
2002
Journal title
Journal of Banking and Finance
Record number
193404
Link To Document