"Discrete time portfolio optimisation managing value at risk under heavy ..."

Subhojit Biswas, Diganta Mukherjee (2020)

Details and statistics

DOI: 10.1504/IJMMNO.2020.110705

access: closed

type: Journal Article

metadata version: 2020-11-24

a service of  Schloss Dagstuhl - Leibniz Center for Informatics