A firm's optimizing behaviour under a value-at-risk constraint (Q3622016): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/02331930701761573 / rank | |||
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| Property / cites work: Convex risk measures for portfolio optimization and concepts of flexibility / rank | |||
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| Property / cites work: Optimal portfolios under a value-at-risk constraint / rank | |||
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Latest revision as of 12:42, 1 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A firm's optimizing behaviour under a value-at-risk constraint |
scientific article |
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A firm's optimizing behaviour under a value-at-risk constraint (English)
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23 April 2009
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value-at-risk
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optimization
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debt financing
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bankruptcy
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