VaR constrained asset pricing with relative performance (Q2451394)

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VaR constrained asset pricing with relative performance
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    title
    VaR constrained asset pricing with relative performance (English)
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    author
    Xiangbo Liu
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    Zhigang Qiu
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    Yan Xiong
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    publication date
    3 June 2014
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    zbMATH DE Number
    6299834
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    zbMATH Keywords
    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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