Title: Portfolio optimization with conditional value-at-risk budgets
Authors: Boudt, Kris
Carl, Peter
Peterson, Brian #
Issue Date: 2010
Conference: R/Finance 2010: Applied Finance with R edition:2 location:International Center for Futures and Derivatives [ICFD] at the University of Illinois, Chicago, US date:16-17 April 2010
Publication status: published
KU Leuven publication type: IMa
Appears in Collections:Research Center Finance, Leuven
Faculty of Economics and Business (FEB) - miscellaneous
Department of Financial Management, Campus Carolus Antwerp
# (joint) last author

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