Optimal portfolio allocation under a probalistic risk constraint and the incentives for financial innovation

J. Daníelsson, B.N. Jorgensen, C.G. Vries, de, X. Yang

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TY - BOOK

T1 - Optimal portfolio allocation under a probalistic risk constraint and the incentives for financial innovation

AU - Daníelsson, J.

AU - Jorgensen, B.N.

AU - Vries, de, C.G.

AU - Yang, X.

PY - 2001

Y1 - 2001

M3 - Report

T3 - Report Eurandom

BT - Optimal portfolio allocation under a probalistic risk constraint and the incentives for financial innovation

PB - Eurandom

CY - Eindhoven

ER -