Optimal portfolios under a value-at-risk constraint with applications to inventory control in supply chains

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Publication:999231

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DOI10.3934/jimo.2008.4.81zbMath1155.91398MaRDI QIDQ999231

J. Martínez

Publication date: 3 February 2009

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2008.4.81

Mathematics Subject Classification ID

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