| dc.contributor.author | Durand, Robert | |
| dc.contributor.author | Jafarpour, H. | |
| dc.contributor.author | kluppelberg, C. | |
| dc.contributor.author | Maller, R. | |
| dc.date.accessioned | 2017-01-30T13:06:12Z | |
| dc.date.available | 2017-01-30T13:06:12Z | |
| dc.date.created | 2015-03-03T03:50:48Z | |
| dc.date.issued | 2010 | |
| dc.identifier.citation | Durand, R. and Jafarpour, H. and kluppelberg, C. and Maller, R. 2010. Maximize the Sharpe ratio and minimize a VaR. The Journal Of Wealth Management. 13 (1): pp. 91-102. | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11937/28635 | |
| dc.publisher | Institutional Investor Journals | |
| dc.relation.uri | http://proquest.umi.com/pqdlink?Ver=1&Exp=09-02-2016&FMT=7&DID=2037872061&RQT=309 | |
| dc.title | Maximize the Sharpe ratio and minimize a VaR | |
| dc.type | Journal Article | |
| dcterms.source.volume | 13 | |
| dcterms.source.number | 1 | |
| dcterms.source.startPage | 91 | |
| dcterms.source.endPage | 102 | |
| dcterms.source.issn | 1520-4154 | |
| dcterms.source.title | The Journal Of Wealth Management | |
| curtin.accessStatus | Fulltext not available | |
