Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation

Author: Daníelsson Jón  

Publisher: Springer Publishing Company

ISSN: 1614-2446

Source: Annals of Finance, Vol.4, Iss.3, 2008-07, pp. : 345-367

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract