Nonlinear portfolio selection using approximate parametric Value-at-Risk
Year of publication: |
2013
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Authors: | Cui, Xueting ; Zhu, Shushang ; Sun, Xiaoling ; Li, Duan |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 37.2013, 6, p. 2124-2139
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