Static and dynamic VaR constrained portfolios with application to delegated portfolio management

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Publication:5746724

DOI10.1080/02331934.2013.854785zbMath1280.91156OpenAlexW1975610191MaRDI QIDQ5746724

Mustafa Çelebi Pinar

Publication date: 7 February 2014

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11693/20729



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