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The optimal mean–variance investment strategy under value-at-risk constraints

✍ Scribed by Jun Ye; Tiantian Li

Book ID: 118460459
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 372 KB
Volume: 51
Category: Article
ISSN: 0167-6687
DOI: 10.1016/j.insmatheco.2012.05.004

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