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Comment on "Optimal portfolio selection in a value-at-risk framework"

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  • Huang, Hung-Hsi

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  • Huang, Hung-Hsi, 2005. "Comment on "Optimal portfolio selection in a value-at-risk framework"," Journal of Banking & Finance, Elsevier, vol. 29(12), pages 3181-3185, December.
    • Handle: RePEc:eee:jbfina:v:29:y:2005:i:12:p:3181-3185
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    References listed on IDEAS

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    1. Campbell, Rachel & Huisman, Ronald & Koedijk, Kees, 2001. "Optimal portfolio selection in a Value-at-Risk framework," Journal of Banking & Finance, Elsevier, vol. 25(9), pages 1789-1804, September.
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