Reference : A comparison between Optimal Allocations Based on the Modified VaR and those based on...
Parts of books : Contribution to collective works
Business & economic sciences : Finance
http://hdl.handle.net/2268/30501
A comparison between Optimal Allocations Based on the Modified VaR and those based on a Utility-Based Risk Measure
English
Bodson, Laurent mailto [Université de Liège - ULg > HEC-Ecole de gestion de l'ULg : UER > UER Finance et Droit >]
Coën, Alain [UQAM > > > >]
Hübner, Georges mailto [Université de Liège - ULg > HEC-Ecole de gestion de l'ULg : UER > Gestion financière >]
2009
The VaR Modeling Handbook
Gregoriou, Greg
McGraw-Hill
Finance & Investing Series
55-70
0071625151
http://hdl.handle.net/2268/30501

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