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~isPartOf:"Journal of banking & finance"
~person:"Li, Duan"
~subject:"Portfolio selection"
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Portfolio selection
Delta-Gamma approximation
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European option
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Mathematical programming
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Li, Duan
Baptista, Alexandre M.
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An, Yunbi
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Journal of banking & finance
European journal of operational research : EJOR
6
Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
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Journal of the Operational Research Society : OR
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INFORMS journal on computing : JOC
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Journal of the Operational Research Society
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Operations research letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Nonlinear portfolio selection using approximate parametric Value-at-RiskOriginal
Cui, Xueting
;
Zhu, Shushang
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 2124-2139
Persistent link: https://www.econbiz.de/10009742471
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