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A linearized value-at-risk model with transaction costs and short selling
Yu, Jing-Rung, Chiou, Wan-Jiun Paul, Mu, Da-RenLanguage:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2015.06.024
Date:
June, 2015
File:
PDF, 292 KB
english, 2015