Asset allocation with Conditional Value-at-Risk Budgets

K.M.R. Boudt, P. Carl, B. Peterson

Research output: Contribution to Journal › Article › Academic › peer-review

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@article{e5f06e77c85947ed899dfebc459eeadf,

title = "Asset allocation with Conditional Value-at-Risk Budgets",

author = "K.M.R. Boudt and P. Carl and B. Peterson",

year = "2013",

doi = "10.21314/JOR.2013.258",

language = "English",

volume = "15",

pages = "39--68",

journal = "Journal of Risk",

issn = "1465-1211",

publisher = "Incisive Media Ltd.",

number = "3",

}