Portfolio selection in an expected shortfall framework during the recent "credit crunch" period

Michael Theobald, Phillip Cadle, LC Ho

Research output: Contribution to journal › Article

Cite this

@article{8e55826afce1459797b9360be4f53a14,

title = "Portfolio selection in an expected shortfall framework during the recent {"}credit crunch{"} period",

author = "Michael Theobald and Phillip Cadle and LC Ho",

year = "2008",

month = jan,

day = "1",

language = "English",

pages = "121--137",

journal = "Journal of Asset Management",

publisher = "Palgrave Macmillan",

}