Title of article :
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis
Author/Authors :
Gordon J. Alexander، نويسنده , , Alexandre M. Baptista، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
Keywords :
portfolio choice , VAR , Asset pricing , Risk management and control
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control
