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~isPartOf:"Asset and liability management tools"
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European journal of operational research : EJOR
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Applied optimization and data mining : dedicated to Dr. Panos Pardalos on the occasion of his 60th birthday
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Portfolio optimisation with drawdown constraints
Chekhlov, Alexei
;
Uryasev, Stanislav
;
Zabarankin, Michael
- In:
Asset and liability management tools
,
(pp. 253-268)
.
2003
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