Comment on #8220Optimal portfolio selection in a value-at-risk framework#8221
Year of publication: |
2005
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Authors: | Huang, Hung-Hsi |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 29.2005, 12, p. 3181-3186
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