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Portfolio selection under VaR constraints

✍ Scribed by Kostas Giannopoulos; Ephraim Clark; Radu Tunaru

Book ID: 106307930
Publisher: Springer-Verlag
Year: 2005
Tongue: English
Weight: 135 KB
Volume: 2
Category: Article
ISSN: 1619-697X
DOI: 10.1007/s10287-004-0030-9

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