Optimal portfolio selection in a Value-at-Risk framework

RAJ Campbell, Ronald Huisman, CG (Kees) Koedijk

Research output: Contribution to journalArticleAcademicpeer-review

205 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)1789-1804
Number of pages16
JournalJournal of Banking and Finance
Volume25
Issue number9
DOIs
Publication statusPublished - 2001

Research programs

  • RSM F&A

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