Title of article
Dynamic value at risk under optimal and suboptimal portfolio policies
Author/Authors
Gianluca Fusai، نويسنده , , Elisa Luciano، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
21
From page
249
To page
269
Keywords
Optimal portfolio policies , Portfolio management , Risk analysis , value at risk
Journal title
European Journal of Operational Research
Serial Year
2001
Journal title
European Journal of Operational Research
Record number
213896
Link To Document