Quotation Hochreiter, Ronald. 2006. Optimal portfolios under a Value-at-Risk constraint. 3rd International Conference on Computational Management Science, Amsterdam, Niederlande, May 2006.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Paper presented at an academic conference or symposium
Language English
Title Optimal portfolios under a Value-at-Risk constraint
Event 3rd International Conference on Computational Management Science
Year 2006
Date May 2006
Country Netherlands
Location Amsterdam

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Hochreiter, Ronald (Details)
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Institute for Statistics and Mathematics IN (Details)
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