Mean variance portfolio allocation with a value at risk constraint :: Enrique Sentana :: London School of Economics 2001 :: OBNB, the Open British National Bibliography

Publication Data

Title Mean variance portfolio allocation with a value at risk constraint
Author Enrique Sentana
Contributors , Economic and Social Research Council
Publisher London School of Economics
Publication date 2001
Publication location London
Language English

Descriptive Notes

At foot of cover: Economic & Social Research Council.

Topics

Portfolio management
Investment analysis
Risk

Catalogue Data

OBNB ID GBA206332
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1008>Rev Rev ed.
P1053 12, [5] p.
P1042 Includes bibliographical references.

Buy a copy

OBNB doesn't sell books, but you may be able to find a copy at one of these websites:

Mean variance portfolio allocation with a value at risk constraint by Enrique Sentana. Published by London School of Economics in 2001. Publication and catalogue information, links to buy online and reader comments.