Chapter
Portfolio Optimization under the Value-at-Risk Constraint
Authors
Pirvu TA
Book title
QUANTITATIVE FUND MANAGEMENT
Editors
Dempster MAH; Mitra G; Pflug G
Series
Chapman & Hall-CRC Financial Mathematics Series
Pagination
pp. 17-41
Publisher
CHAPMAN & HALL/CRC PRESS
Publication Date
January 1, 2009
ISBN-13
978-1-4200-8191-6