"Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR."

Xue Dong He, Hanqing Jin, Xun Yu Zhou (2015)

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DOI: 10.1287/MOOR.2014.0695

access: closed

type: Journal Article

metadata version: 2017-05-28

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Xue Dong He, Hanqing Jin, Xun Yu Zhou:
Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR. Math. Oper. Res. 40(3): 773-796 (2015)

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