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person:"Monfort, Alain"
~isPartOf:"Documents de travail / Banque de France"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of asset management"
~language:"eng"
~person:"Collin-Dufresne, Pierre"
~subject:"Insurance"
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Monfort, Alain
Collin-Dufresne, Pierre
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Documents de travail / Banque de France
Journal of banking & finance
The journal of asset management
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Optimal portfolio allocation under asset and surplus VaR constraints
Monfort, Alain
-
2009
Persistent link: https://www.econbiz.de/10003882289
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Optimal portfolio allocation under asset and surplus VaR constraints
Monfort, Alain
- In:
The journal of asset management
9
(
2008/09
)
3
,
pp. 178-192
Persistent link: https://www.econbiz.de/10003764508
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