Maximize the Sharpe ratio and minimize a VaR

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Maximize the Sharpe ratio and minimize a VaR

Bibliographic Details
Main Authors:	Durand, Robert, Jafarpour, H., kluppelberg, C., Maller, R.
Format:	Journal Article
Published:	Institutional Investor Journals 2010
Online Access:	http://proquest.umi.com/pqdlink?Ver=1&Exp=09-02-2016&FMT=7&DID=2037872061&RQT=309 http://hdl.handle.net/20.500.11937/28635

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