Dynamic average value-at-risk allocation on worst scenarios in asset management

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Publication:2327514

DOI10.1007/978-3-030-14812-6_42OpenAlexW2937203218MaRDI QIDQ2327514

Yuji Yoshida, Satoru Kumamoto

Publication date: 15 October 2019

Full work available at URL: https://doi.org/10.1007/978-3-030-14812-6_42



Mathematics Subject Classification ID

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