Risk allocation under shortfall constraints

J.B. Molenkamp

Research output: Contribution to Journal › Article › Academic

Original language	English
Pages (from-to)	46-52
Journal	The Journal of Portfolio Management
Volume	30
Issue number	2
DOIs	https://doi.org/10.3905/jpm.2004.319929
Publication status	Published - 2004

Access to Document

@article{9bab7b451e60431d82f0350a8a3ae2fb,

title = "Risk allocation under shortfall constraints",

author = "J.B. Molenkamp",

year = "2004",

doi = "10.3905/jpm.2004.319929",

language = "English",

volume = "30",

pages = "46--52",

journal = "The Journal of Portfolio Management",

issn = "0095-4918",

publisher = "Portfolio Management Research",

number = "2",

}