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~isPartOf:"Computational methods in financial engineering : essays in honour of Manfred Gilli"
~isPartOf:"ZEW discussion papers"
~person:"Specht, Katja"
~subject:"Theorie"
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Computational methods in financial engineering : essays in honour of Manfred Gilli
ZEW discussion papers
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Portfolio optimization under VaR constraints based on dynamic estimates of the variance-covariance matrix
Specht, Katja
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Winker, Peter
- In:
Computational methods in financial engineering : essays …
,
(pp. 73-94)
.
2008
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