%0 Journal Article %1 Alexander2007a %A Alexander, Gordon J. %A Baptista, Alexandre M. %A Yan, Shu %D 2007 %J Journal of Banking & Finance %K Value-at-risk %N 12 %P 3761--3781 %T Mean-variance portfolio selection with `at-risk' constraints and discrete distributions %U http://www.sciencedirect.com/science/article/B6VCY-4NHV4GW-1/1/dcc92f13a67fc2baa7b6a1c345ec372b %V 31

@article{Alexander2007a, added-at = {2008-04-22T13:53:19.000+0200}, author = {Alexander, Gordon J. and Baptista, Alexandre M. and Yan, Shu}, biburl = {https://www.bibsonomy.org/bibtex/2a45ce77dc651bffc61f689360e4db38b/smicha}, description = {Journal of Banking & Finance}, interhash = {8d810d6dabc03adea01a884ef0069e22}, intrahash = {a45ce77dc651bffc61f689360e4db38b}, journal = {Journal of Banking \& Finance}, keywords = {Value-at-risk}, month = Dec, number = 12, pages = {3761--3781}, timestamp = {2008-04-22T13:55:38.000+0200}, title = {Mean-variance portfolio selection with [`]at-risk' constraints and discrete distributions}, url = {http://www.sciencedirect.com/science/article/B6VCY-4NHV4GW-1/1/dcc92f13a67fc2baa7b6a1c345ec372b}, volume = 31, year = 2007 }