Dynamic asset allocation under VaR constraint with stochastic interest rates
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Publication:2267297
DOI10.1007/s10479-008-0509-9zbMath1183.91165OpenAlexW2039602140MaRDI QIDQ2267297
Publication date: 1 March 2010
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-008-0509-9
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