مرکز منطقه ای اطلاع رساني علوم و فناوري - Comment on “Optimal portfolio selection in a value-at-risk framework”

Title of article :

Comment on “Optimal portfolio selection in a value-at-risk framework”

Author/Authors :

Hung-Hsi Huang، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

3181

To page :

3185

Keywords :

Comment , Portfol io selection , Value-at-Risk , Risk–return ratio , Sharpe index

Journal title :

Journal of Banking and Finance

Serial Year :

2005

Journal title :

Journal of Banking and Finance

Record number :

193808

Link To Document :