Optimal Dynamic Asset Allocation under Value at Risk Constraint
Year | 2007 |
Author | Ching-Ping Wang, David Shyu, 黃鴻禧* |
Author count | 3 |
Created date | 2019-02-19 |
Author order | 第三作者 |
Corresponding author | 是 |
Publication year | 2007 |
Publication month | 10 |
Journal name | Review of Securities & Futures Markets |
Publication area | 中華民國 |
Volume | 19 |
Issue | 3 |
Start page | 23 |
End page | 48 |
Publication type | |
Review system | 否 |
Language | Foreign Language |
Attached project | 無 |