Publication | Closed Access

Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis

EconomicsPortfolio OptimizationFinancial EconomicsAsset PricingEconomic ImplicationsValue-at-riskPortfolio SelectionManagementBusinessEconomic AnalysisAsset AllocationPortfolio ManagementMean-var ModelPortfolio AllocationFinancePortfolio Choice