"Portfolio value-at-risk optimization for asymmetrically distributed asset ..."

Joel Weiqiang Goh et al. (2012)

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DOI: 10.1016/J.EJOR.2012.03.012

access: closed

type: Journal Article

metadata version: 2022-10-02

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Joel Weiqiang Goh, Kian Guan Lim, Melvyn Sim, Weina Zhang:
Portfolio value-at-risk optimization for asymmetrically distributed asset returns. Eur. J. Oper. Res. 221(2): 397-406 (2012)

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