Title of article
Mean–variance portfolio selection with ‘at-risk’ constraints and discrete distributions
Author/Authors
Gordon J. Alexander، نويسنده , , Alexandre M. Baptista، نويسنده , , Shu Yan، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
21
From page
3761
To page
3781
Keywords
Value-at-Risk , Conditional value-at-risk , Portfolio selection , Discrete distributions
Journal title
Journal of Banking and Finance
Serial Year
2007
Journal title
Journal of Banking and Finance
Record number
194151
Link To Document