Optimal portfolio selection in a Value-at-Risk framework

Research output: Contribution to journal › Article › Academic › peer-review

229 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	1789-1804
Number of pages	16
Journal	Journal of Banking and Finance
Volume	25
Issue number	9
DOIs	https://doi.org/10.1016/S0378-4266(00)00160-6
Publication status	Published - 2001

Research programs

@article{9c5e426f64214e82838142facd4a1288,

title = "Optimal portfolio selection in a Value-at-Risk framework",

author = "RAJ Campbell and Ronald Huisman and Koedijk, \{CG (Kees)\}",

year = "2001",

doi = "10.1016/S0378-4266(00)00160-6",

language = "Undefined/Unknown",

volume = "25",

pages = "1789--1804",

journal = "Journal of Banking and Finance",

issn = "0378-4266",

publisher = "Elsevier",

number = "9",

}