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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| 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 |
Associations
- People
- Hochreiter, Ronald (Details)
- Organization
- Institute for Statistics and Mathematics IN (Details)