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"Dynamic value at risk under optimal and suboptimal portfolio policies."

Gianluca Fusai, Elisa Luciano (2001)

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DOI: 10.1016/S0377-2217(01)00039-X

access: closed

type: Journal Article

metadata version: 2023-09-30

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Gianluca Fusai, Elisa Luciano:
Dynamic value at risk under optimal and suboptimal portfolio policies. Eur. J. Oper. Res. 135(2): 249-269 (2001)

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