Title of article
Optimal portfolio selection in a Value-at-Risk framework
Author/Authors
Rachel Campbell، نويسنده , , Ronald Huisman، نويسنده , , Kees Koedijk، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
16
From page
1789
To page
1804
Keywords
Optimal portfolio selection , Value-at-Risk estimation , Non-normalities , Time horizons
Journal title
Journal of Banking and Finance
Serial Year
2001
Journal title
Journal of Banking and Finance
Record number
193308
Link To Document