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~isPartOf:"Mathematical methods of operations research"
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Mathematical methods of operations research
Working Papers / LAboratoire Montpelliérain d'Économie Théorique et Appliquée (LAMETA), Faculté de sciences économiques
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Estimating allocations for Value-at-Risk portfolio optimization
Charpentier, Arthur
;
Oulidi, Abder
- In:
Mathematical methods of operations research
69
(
2009
)
3
,
pp. 395-410
Persistent link: https://www.econbiz.de/10008257948
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2
Estimating allocations for Value-at-Risk portfolio optimization
Charpentier, Arthur
;
Oulidi, Abder
- In:
Mathematical methods of operations research
69
(
2009
)
3
,
pp. 395-410
Persistent link: https://www.econbiz.de/10003858251
Saved in:
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