Publisher: Cambridge University Press
E-ISSN: 2044-0456|19|1|116-139
ISSN: 1357-3217
Source: British Actuarial Journal, Vol.19, Iss.1, 2013-01, pp. : 116-139
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Optimal portfolios under a value-at-risk constraint
By Yiu K.F.C.
Journal of Economic Dynamics and Control, Vol. 28, Iss. 7, 2004-04 ,pp. :
By De Waegenaere Anja Melenberg Bertrand Stevens Ralph
De Economist, Vol. 158, Iss. 2, 2010-06 ,pp. :