Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis. (Q1605418): Difference between revisions
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scientific article
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English | Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis. |
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Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis. (English)
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15 July 2002
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