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Portfolio Value at Risk Bounds - MaRDI portal

Portfolio Value at Risk Bounds

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Publication:4806835

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DOI10.1111/1475-3995.00378zbMath1032.91076OpenAlexW2077283123MaRDI QIDQ4806835

Marina Marena, Elisa Luciano

Publication date: 21 March 2004

Published in: International Transactions in Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1475-3995.00378

zbMATH Keywords

value at risk dependent risks portfolio risk

Mathematics Subject Classification ID

Portfolio theory (91G10)

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