Title of article

Optimal portfolios under a value-at-risk constraint

Author/Authors

K. F. C. Yiu، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2004

Pages

18

From page

1317

To page

1334

Keywords

Optimal portfolio , Value-at-Risk , Dynamic Programming

Journal title

Journal of Economic Dynamics and Control

Serial Year

2004

Journal title

Journal of Economic Dynamics and Control

Record number

238693