Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis. (Q1605418): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Q4220711
@@ Property / cites work: Q4220711 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3999383
@@ Property / cites work: Q3999383 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3994411
@@ Property / cites work: Q3994411 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
+Normal rank
@@ Property / cites work @@
+Safety First and the Holding of Assets
@@ Property / cites work: Safety First and the Holding of Assets / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0165-1889(01)00041-0
+Normal rank
@@ Property / OpenAlex ID @@
+W1969429114
@@ Property / OpenAlex ID: W1969429114 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1605418