Optimal Portfolios under a Value at Risk Constraint

Research output: Chapter in Book / Report / Conference proceeding › Conference contribution › Academic › peer-review

Original language	English
Title of host publication	Progress in Mathematics
Editors	C. Casacuberta, R.M. Miro-Roig, J. J. Verdera, S. Xambo-Descamps
Place of Publication	Barcelona
Publisher	Birkhäuser
Pages	391-397
Publication status	Published - 2001
Event	European Congress of Mathematics - Barcelona Duration: 1 Jan 2001 → 1 Jan 2001

Conference	European Congress of Mathematics
Period	1/01/01 → 1/01/01

Persistent URL (handle)

@inproceedings{60b1d70a95e0457bae0bae7e263e3c66,

title = "Optimal Portfolios under a Value at Risk Constraint",

author = "A.C.F. Vorst",

year = "2001",

language = "English",

pages = "391--397",

editor = "C. Casacuberta and R.M. Miro-Roig and \{J. Verdera\}, J. and S. Xambo-Descamps",

booktitle = "Progress in Mathematics",

publisher = "Birkh{\"a}user",

note = "European Congress of Mathematics ; Conference date: 01-01-2001 Through 01-01-2001",

}

TY - GEN

T1 - Optimal Portfolios under a Value at Risk Constraint

AU - Vorst, A.C.F.

PY - 2001

Y1 - 2001

M3 - Conference contribution

SP - 391

EP - 397

BT - Progress in Mathematics

A2 - Casacuberta, C.

A2 - Miro-Roig, R.M.

A2 - J. Verdera, J.

A2 - Xambo-Descamps, S.

PB - Birkhäuser

CY - Barcelona

T2 - European Congress of Mathematics

Y2 - 1 January 2001 through 1 January 2001

ER -