Reference : A comparison between Optimal Allocations Based on the Modified VaR and those based on a ...

	Document type :	Parts of books : Contribution to collective works
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/2268/30501

Title :	A comparison between Optimal Allocations Based on the Modified VaR and those based on a Utility-Based Risk Measure
Language :	English
Author, co-author :	Bodson, Laurent [Université de Liège - ULg > HEC-Ecole de gestion de l'ULg : UER > UER Finance et Droit >]
	Coën, Alain [UQAM > > > >]
	Hübner, Georges [Université de Liège - ULg > HEC-Ecole de gestion de l'ULg : UER > Gestion financière >]
Publication date :	2009
Main document title :	The VaR Modeling Handbook
Author, co-author :	Gregoriou, Greg
Publisher :	McGraw-Hill
Collection and collection volume :	Finance & Investing Series
Pages :	55-70
ISBN :	0071625151
Permalink :	http://hdl.handle.net/2268/30501

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