VaR constrained asset pricing with relative performance (Q2451394): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.econlet.2013.07.026 / rank | |||
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Latest revision as of 14:25, 8 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VaR constrained asset pricing with relative performance |
scientific article |
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VaR constrained asset pricing with relative performance (English)
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3 June 2014
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relative performance
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financial institution
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asset pricing
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value-at-risk (VaR)
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