BibTeX record journals/mansci/AlexanderB04

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@article{DBLP:journals/mansci/AlexanderB04,
  author       = {Gordon J. Alexander and
                  Alexandre M. Baptista},
  title        = {A Comparison of VaR and CVaR Constraints on Portfolio Selection with
                  the Mean-Variance Model},
  journal      = {Manag. Sci.},
  volume       = {50},
  number       = {9},
  pages        = {1261--1273},
  year         = {2004},
  url          = {https://doi.org/10.1287/mnsc.1040.0201},
  doi          = {10.1287/MNSC.1040.0201},
  timestamp    = {Tue, 30 Jun 2020 11:41:51 +0200},
  biburl       = {https://dblp.org/rec/journals/mansci/AlexanderB04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

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