Optimal Portfolio Selection in a Value-at-Risk Framework

By R. Campbell, Ronald Huisman, Kees G. Koedijk. 2001

204 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/c2ab003045bf2b6a237cd087095399195d3ef8d4