2024-03-29T09:54:21Z
https://oai.zbmath.org/v1/
oai:zbmath.org:1768260
2002-07-15T22:00:00Z
91
Alexander, Gordon J.; Baptista, Alexandre M.
2002
1768260
English
Elsevier, Amsterdam
https://zbmath.org/01768260
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J. Econ. Dyn. Control 26, No. 7-8, 1159-1193 (2002).
91G10; 91B30; 91G70
Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis.
j