Optimal Dynamic Asset Allocation under Value at Risk Constraint

Optimal Dynamic Asset Allocation under Value at Risk Constraint

Professor    7837    hhhuang@mail.npust.edu.tw
Year2007
AuthorChing-Ping Wang, David Shyu, 黃鴻禧*
Author count3
Created date2019-02-19
Author order第三作者
Corresponding author
Publication year2007
Publication month10
Journal nameReview of Securities & Futures Markets
Publication area中華民國
Volume19
Issue3
Start page23
End page48
Publication type
Review system
LanguageForeign Language
Attached project