Optimal portfolio selection in a Value-at-Risk framework

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@article{bf442c2d19374655abdfbbb90ef8873d,

title = "Optimal portfolio selection in a Value-at-Risk framework",

author = "R. Campbell and R. Huisman and C.G. Koedijk",

note = "Pagination: 16",

year = "2001",

language = "English",

volume = "25",

pages = "1789--1804",

journal = "Journal of Banking \& Finance",

issn = "0378-4266",

publisher = "Elsevier B.V.",

number = "9",

}