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Worst-Case Value at Risk of Nonlinear Portfolios

✍ Scribed by Zymler, Steve; Kuhn, Daniel; Rustem, Berç

Book ID: 118188302
Publisher: INFORMS
Year: 2013
Tongue: English
Weight: 323 KB
Volume: 59
Category: Article
ISSN: 0025-1909
DOI: 10.1287/mnsc.1120.1615

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