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A model of optimal dynamic asset allocation in a Value-at-Risk framework
Wang, Ching-Ping, Shyu, David, Liao, Y. Chris, Chen, Ming-Chi, Chen, Miao-LingVolume:
4
Year:
2003
Language:
english
Journal:
International Journal of Risk Assessment and Management
DOI:
10.1504/ijram.2003.003827
File:
PDF, 197 KB
english, 2003