Abder Oulidi

IMA-UCO

place André Leroy

Angers, 49000

France

SCHOLARLY PAPERS

1

DOWNLOADS

293

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Estimating Allocations for Value-at-Risk Portfolio Optimzation

Number of pages: 24 Posted: 25 Oct 2007
Abder Oulidi and Arthur Charpentier
IMA-UCO and Université du Québec à Montréal
Downloads 293 (104,381)

Abstract:

Loading...

nonparametric estimation, optimal allocations, Value-at-Risk