The diversification of currency loans: A comparison between safety-first and mean-variance criteria (Q1330576): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/0377-2217(94)90100-7 / rank
 
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Latest revision as of 16:59, 22 May 2024

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The diversification of currency loans: A comparison between safety-first and mean-variance criteria
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    The diversification of currency loans: A comparison between safety-first and mean-variance criteria (English)
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    21 July 1994
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    finance
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    currency loan problem
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    portfolio selection
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    chance-constrained programming
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