Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis. (Q1605418)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis. |
scientific article |
Statements
Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis. (English)
0 references
15 July 2002
0 references