Risk management with multiple VaR constraints

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Publication:1616838

DOI10.1007/s00186-018-0637-1zbMath1418.91456OpenAlexW2802838328WikidataQ129855762 ScholiaQ129855762MaRDI QIDQ1616838

R. Smith

Publication date: 7 November 2018

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-018-0637-1



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