"Portfolio selection under VaR constraints."

Kostas Giannopoulos, Ephraim Clark, Radu Tunaru (2005)

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DOI: 10.1007/S10287-004-0030-9

access: closed

type: Journal Article

metadata version: 2023-09-30

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Kostas Giannopoulos, Ephraim Clark, Radu Tunaru:
Portfolio selection under VaR constraints. Comput. Manag. Sci. 2(2): 123-138 (2005)

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