Optimal portfolios under a value at risk constraint

ACF (Ton) Vorst

Research output: Chapter/Conference proceeding › Chapter › Academic

Original language	Undefined/Unknown
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
Publisher	Birkhäuser Verlag (De Gruyter)
Pages	391-397
Number of pages	7
ISBN (Print)	376436419X
Publication status	Published - 2001

Research programs

@inbook{cdc626a9622f430e95f3dd18117df39b,

title = "Optimal portfolios under a value at risk constraint",

author = "Vorst, {ACF (Ton)}",

year = "2001",

language = "Undefined/Unknown",

isbn = "376436419X",

pages = "391--397",

editor = "C. Casacuberta and R.M. Mir{\'o}-Roig and J. Verdera and S. Xamb{\'o}-Descamps",

booktitle = "Progress in Mathematics; Proceedings of the European Congress of Mathematics",

publisher = "Birkh{\"a}user Verlag (De Gruyter)",

address = "Spain",

}

TY - CHAP

T1 - Optimal portfolios under a value at risk constraint

AU - Vorst, ACF (Ton)

PY - 2001

Y1 - 2001

M3 - Chapter

SN - 376436419X

SP - 391

EP - 397

BT - Progress in Mathematics; Proceedings of the European Congress of Mathematics

A2 - Casacuberta, C.

A2 - Miró-Roig, R.M.

A2 - Verdera, J.

A2 - Xambó-Descamps, S.

PB - Birkhäuser Verlag (De Gruyter)

CY - Berlin

ER -