Asymptotic behaviour of mean-quantile efficient portfolios
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Publication:881418
DOI10.1007/S00780-006-0018-0zbMath1126.91027OpenAlexW1983250831MaRDI QIDQ881418
Antony Ware, Gordana Dmitrašinović-Vidorić
Publication date: 29 May 2007
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-006-0018-0
Related Items (3)
Continuous time portfolio selection under conditional capital at risk ⋮ A Berry-Esseen theorem for sample quantiles under weak dependence ⋮ DYNAMIC PORTFOLIO SELECTION UNDER CAPITAL-AT-RISK WITH NO SHORT-SELLING CONSTRAINTS
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