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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=193404
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