Optimal portfolio selection in a Value-at-Risk framework
Ronald Huisman () and
Authors registered in the RePEc Author Service: Rachel A J Pownall (Campbell) ()
Journal of Banking & Finance, 2001, vol. 25, issue 9, 1789-1804
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:25:y:2001:i:9:p:1789-1804
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