Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis
- 1 July 2002
- journal article
- Published by Elsevier in Journal of Economic Dynamics and Control
- Vol. 26 (7-8) , 1159-1193
- https://doi.org/10.1016/s0165-1889(01)00041-0
Abstract
No abstract availableKeywords
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