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
Keywords :
Optimal portfolio policies , Portfolio management , Risk analysis , value at risk
Journal title :
European Journal of Operational Research
Journal title :
European Journal of Operational Research
