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"Mean-univariate GARCH VaR portfolio optimization: Actual portfolio approach."
Vladimir Rankovic et al. (2016)
- Vladimir Rankovic, Mikica Drenovak, Branko Urosevic
, Ranko Jelic:
Mean-univariate GARCH VaR portfolio optimization: Actual portfolio approach. Comput. Oper. Res. 72: 83-92 (2016)
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