On the performance of the minimum VaR portfolio

Research output: Contribution to journal › Article › peer-review

8 Citations (Scopus)

Original language	English
Pages (from-to)	1-24
Journal	The European Journal of Finance
Volume	17
DOIs	https://doi.org/10.1080/1351847X.2010.495484
Publication status	Published - 2010

Access to Document

@article{ef48ca40570b46d083b6b6c2fc07bca4,

title = "On the performance of the minimum VaR portfolio",

author = "Robert Durand and J. Gould and R. Maller",

year = "2010",

doi = "10.1080/1351847X.2010.495484",

language = "English",

volume = "17",

pages = "1--24",

journal = "The European Journal of Finance",

issn = "1351-847X",

publisher = "Routledge",

}