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

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

    Publication series

    NameReport Eurandom
    Volume2001019
    ISSN (Print)1389-2355

    Cite this