"Asymptotic behaviour of mean-quantile efficient portfolios."

Gordana Dmitrasinovic-Vidovic, Antony Ware (2006)

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DOI: 10.1007/S00780-006-0018-0

access: closed

type: Journal Article

metadata version: 2020-07-22

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Gordana Dmitrasinovic-Vidovic, Antony Ware:
Asymptotic behaviour of mean-quantile efficient portfolios. Finance Stochastics 10(4): 529-551 (2006)

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