Dynamic value at risk under optimal and suboptimal...

Dynamic value at risk under optimal and suboptimal portfolio policies

Gianluca Fusai, Elisa Luciano
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Volume:
135
Year:
2001
Language:
english
Pages:
21
DOI:
10.1016/s0377-2217(01)00039-x
File:
PDF, 276 KB
english, 2001
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