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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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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