Dynamic asset allocation under VaR constraint with stochastic interest rates
| Year of publication: |
2009
|
|---|---|
| Authors: | Bendavid, Illana ; Golany, Boaz |
| Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 172.2009, 1, p. 97-118
|