Computational Methods in Financial Engineering || Portfolio...

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Computational Methods in Financial Engineering || Portfolio Optimization under VaR Constraints Based on Dynamic Estimates of the Variance-Covariance Matrix

Kontoghiorghes, Erricos J., Rustem, Berç, Winker, Peter
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Volume:
10.1007/97
Year:
2008
Language:
english
DOI:
10.1007/978-3-540-77958-2_4
File:
PDF, 408 KB
english, 2008
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