"Estimating allocations for Value-at-Risk portfolio optimization."

Arthur Charpentier, Abder Oulidi (2009)

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DOI: 10.1007/S00186-008-0244-7

access: closed

type: Journal Article

metadata version: 2020-03-03

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Arthur Charpentier, Abder Oulidi:
Estimating allocations for Value-at-Risk portfolio optimization. Math. Methods Oper. Res. 69(3): 395-410 (2009)

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