On the performance of the minimum VaR portfolio

European Journal of Finance

Volumn 17, Issue 7, 2011, Pages 553-576

  Durand, Robert B ^a   Gould, John ^a   Maller, Ross ^b  

^a CURTIN UNIVERSITY   (Australia)

^b AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

Fama french portfolios; Ishares; Mean variance efficiency; Portfolio optimization; Value at risk

Indexed keywords

EID: 79960937003     PISSN: 1351847X     EISSN: 14664364     Source Type: Journal    
DOI: 10.1080/1351847X.2010.495484     Document Type: Article

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