Original language | Undefined/Unknown |
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Title of host publication | Progress in Mathematics; Proceedings of the European Congress of Mathematics |
Editors | C. Casacuberta, R.M. Miró-Roig, J. Verdera, S. Xambó-Descamps |
Place of Publication | Berlin |
Pages | 391-397 |
Number of pages | 7 |
Publication status | Published - 2001 |
Optimal portfolios under a value at risk constraint
ACF (Ton) Vorst
Research output: Chapter/Conference proceeding › Chapter › Academic