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"Optimization of value-at-risk portfolios in uncertain lognormal models."

Yuji Yoshida (2013)

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DOI: 10.1109/IFSA-NAFIPS.2013.6608410

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-26

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  - conf/ifsa/Yoshida13
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Yuji Yoshida:
Optimization of value-at-risk portfolios in uncertain lognormal models. IFSA/NAFIPS 2013: 263-268

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