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

Research output: Book/ReportReportAcademic

34 Downloads (Pure)
Original languageEnglish
Place of PublicationEindhoven
PublisherEurandom
Number of pages27
Publication statusPublished - 2001

Publication series

NameReport Eurandom
Volume2001019
ISSN (Print)1389-2355

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