Economics at your fingertips  

Optimal portfolio selection in a Value-at-Risk framework

Rachel Campbell, Ronald Huisman () and Kees Koedijk
Authors registered in the RePEc Author Service: Rachel A J Pownall (Campbell) ()

Journal of Banking & Finance, 2001, vol. 25, issue 9, 1789-1804

Date: 2001
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (88) Track citations by RSS feed

Downloads: (external link)
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Access Statistics for this article

Journal of Banking & Finance is currently edited by Ike Mathur

More articles in Journal of Banking & Finance from Elsevier
Bibliographic data for series maintained by Haili He ().

Page updated 2020-05-24
Handle: RePEc:eee:jbfina:v:25:y:2001:i:9:p:1789-1804