A linearized value-at-risk model with transaction costs and short selling (Q320109): Difference between revisions
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Revision as of 10:21, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A linearized value-at-risk model with transaction costs and short selling |
scientific article |
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A linearized value-at-risk model with transaction costs and short selling (English)
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6 October 2016
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linearized model
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short-sales
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transaction costs
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