ESTIMATING PORTFOLIO'S RISK MEASURES WITH DIMENSION...

ESTIMATING PORTFOLIO'S RISK MEASURES WITH DIMENSION REDUCTION TECHNIQUE

Suzuki, Yuya, Imai, Junichi
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Volume:
55
Year:
2012
Journal:
Transactions of the Operations Research Society of Japan
DOI:
10.15807/torsj.55.177
File:
PDF, 1.35 MB
2012
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