Optimal portfolio selection in a Value-at-Risk framework

R. Campbell, R. Huisman, C.G. Koedijk

Research output: Contribution to journalArticleProfessional

167 Citations (Scopus)
Original languageEnglish
Pages (from-to)1789-1804
Number of pages16
JournalJournal of Banking and Finance
Volume25
Issue number9
Publication statusPublished - 2001
Externally publishedYes

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