Open AccessPortfolio Value-at-Risk Optimization for Asymmetrically Distributed Asset Returns
Author(s) -
Joel Goh,
Kian Guan Lim,
Melvyn Sim,
Weina Zhang
Publication year - 2009
Publication title -
ssrn electronic journal
Language(s) - Uncategorized
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1394922
Subject(s) - portfolio , portfolio optimization , business , financial economics , asset (computer security) , value at risk , value (mathematics) , capital asset pricing model , economics , finance , computer science , risk management , computer security , machine learning
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