Original language | English |
---|---|
Pages (from-to) | 1789-1804 |
Number of pages | 16 |
Journal | Journal of Banking & Finance |
Volume | 25 |
Issue number | 9 |
Publication status | Published - 2001 |
Externally published | Yes |
Optimal portfolio selection in a Value-at-Risk framework
R. Campbell, R. Huisman, C.G. Koedijk
Research output: Contribution to journal › Article › Professional
210
Citations
(Scopus)