Optimal portfolios under a value at risk constraint

ACF (Ton) Vorst

Research output: Chapter/Conference proceedingChapterAcademic

Original languageUndefined/Unknown
Title of host publicationProgress in Mathematics; Proceedings of the European Congress of Mathematics
EditorsC. Casacuberta, R.M. Miró-Roig, J. Verdera, S. Xambó-Descamps
Place of PublicationBerlin
Pages391-397
Number of pages7
Publication statusPublished - 2001

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