Fulfillment of regulatory requirements on var and optimal portfolio policies.

Authors
Luciano, Elisa
Citation
Elisa Luciano, Fulfillment of regulatory requirements on var and optimal portfolio policies., Rivista internazionale di scienze economiche e commerciali mmerciali, 47(4), 2000, pp. 579-601
Journal title
Rivista internazionale di scienze economiche e commerciali mmerciali
ISSN journal
00356751 → ACNP
Volume
47
Issue
4
Year of publication
2000
Pages
579 - 601
Database
ESSPER
SICI code
0035-6751(2000)47:4<579:FORROV>2.0.ZU;2-4