Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis. (Q1605418)
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scientific article; zbMATH DE number 1768260
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis. |
scientific article; zbMATH DE number 1768260 |
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Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis. (English)
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15 July 2002
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