INVESTMENT MANAGEMENT 2: BOUND TO REBALANCE - How to reblance portfolios when short-run VAR is constrained.
| Year of publication: |
2000
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|---|---|
| Authors: | Gupta, Francis ; Kartinen, Scoft |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 13.2000, 6, p. 71-74
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