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Optimal investment with a value-at-risk constraint
Liu, Jingzhen, Bai, Lihua, Yiu, Ka-Fai CedricVolume:
8
Language:
english
Journal:
Journal of Industrial and Management Optimization
DOI:
10.3934/jimo.2012.8.531
Date:
June, 2012
File:
PDF, 433 KB
english, 2012