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"Risk management with multiple VaR constraints."

An Chen, Thai Nguyen, Mitja Stadje (2018)

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DOI: 10.1007/S00186-018-0637-1

access: closed

type: Journal Article

metadata version: 2020-09-05

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An Chen, Thai Nguyen, Mitja Stadje:
Risk management with multiple VaR constraints. Math. Methods Oper. Res. 88(2): 297-337 (2018)

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