Dynamic value at risk under optimal and suboptimal portfolio policies.

DOI10.1016/S0377-2217(01)00039-XzbMath1051.91045OpenAlexW2070401626MaRDI QIDQ5952434

Could not fetch data.

Publication date: 2001

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-2217(01)00039-x

zbMATH Keywords

Could not fetch data.

Mathematics Subject Classification ID

Could not fetch data.