Estimating allocations for Value-at-Risk portfolio optimization
| Year of publication: |
2009
|
|---|---|
| Authors: | Charpentier, Arthur ; Oulidi, Abder |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 13106958. - Vol. 69.2009, 3, p. 395-410
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