Optimal portfolios under a value-at-risk constraint (Q953643)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolios under a value-at-risk constraint |
scientific article |
Statements
Optimal portfolios under a value-at-risk constraint (English)
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6 November 2008
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optimal portfolio
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value-at-risk
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dynamic programming
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