Hbner G

G Hbner

Information about the author G Hbner will soon be added to the site.
Found 1 papers in total
Optimal selection of a portfolio of options under Value-at-Risk constraints: a scenario approach
Optimal selection of a portfolio of options under Value-at-Risk constraints: a scenario approach
2010
This paper introduces a multiperiod model for the optimal selection of a financial...
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