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Mean-Variance versus Mean-VaR and Mean-Utility Spanning
Bodson, Laurent; Hübner, Georges
2009In Gregoriou, Greg (Ed.) Stock Market Volatility
 

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Disciplines :
Finance
Author, co-author :
Bodson, Laurent ;  Université de Liège - ULiège > HEC-Ecole de gestion : UER > UER Finance et Droit
Hübner, Georges  ;  Université de Liège - ULiège > HEC-Ecole de gestion : UER > Gestion financière
Language :
English
Title :
Mean-Variance versus Mean-VaR and Mean-Utility Spanning
Publication date :
2009
Main work title :
Stock Market Volatility
Author, co-author :
Gregoriou, Greg
Publisher :
Chapman & Hall
ISBN/EAN :
142009954X
Collection name :
CRC Finance Series; 2
Pages :
181-194
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