Value-at-Risk Bounds with Variance Constraints

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Value-at-Risk Bounds with Variance Constraints

Bernard, Carole, RRschendorf, Ludger, Vanduffel, Steven
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Year:
2013
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2342068
File:
PDF, 451 KB
english, 2013
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