Portfolio value-at-risk optimization for asymmetrically...

Portfolio value-at-risk optimization for asymmetrically distributed asset returns

Joel Weiqiang Goh, Kian Guan Lim, Melvyn Sim, Weina Zhang
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Volume:
221
Year:
2012
Language:
english
Pages:
10
DOI:
10.1016/j.ejor.2012.03.012
File:
PDF, 508 KB
english, 2012
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