Mean variance portfolio allocation with a value at risk constraint :: Enrique Sentana :: Centre for Economic Policy Research 2001 :: OBNB, the Open British National Bibliography

Publication Data

Title Mean variance portfolio allocation with a value at risk constraint
Author Enrique Sentana
Contributor Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2001
Publication location London
Language English

Descriptive Notes

"Financial economics".

Topics

Portfolio management
Investment analysis
Risk

Catalogue Data

OBNB ID GBA171907
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 12, [5] p.
P1042 Includes bibliographical references.

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Mean variance portfolio allocation with a value at risk constraint by Enrique Sentana. Published by Centre for Economic Policy Research in 2001. Publication and catalogue information, links to buy online and reader comments.