| Original language | Undefined/Unknown |
|---|---|
| Pages (from-to) | 205-220 |
| Number of pages | 16 |
| Journal | Advances in Quantitative Analysis of Finance and Accounting |
| Volume | 3 |
| Publication status | Published - 1995 |
| Externally published | Yes |
Research programs
- EUR ESE 08
Optimal optioned portfolios with confidence limits on shortfall constraints
AAJ (Antoon) Pelsser, ACF (Ton) Vorst
Research output: Contribution to journal › Article › Academic › peer-review