On the performance of the minimum VaR portfolio

Citation

Durand, R.B., Gould, J. and Maller, R.A. (2011) On the performance of the minimum VaR portfolio, European Journal of Finance, 17, no. 7, pp. 553-576.

Year

2011

ANU Authors

Field of Research

  • Finance

Updated:  22 October 2019 / Responsible Officer:  Director (Research Services Division) / Page Contact:  Researchers