Portfolio value-at-risk optimization for asymmetrically distributed asset returns - Concepedia

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Portfolio value-at-risk optimization for asymmetrically distributed asset returns

70

Citations

49

References

2012

Year

Joel Goh, Kian Guan Lim, Melvyn Sim, Weina Zhang

European Journal of Operational Research

Mathematical ProgrammingPortfolio OptimizationAsset PricingPortfolio Value-at-risk OptimizationManagementBusinessPortfolio ManagementPortfolio AllocationFinance

References

	Year	Citations

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