"Dynamic asset allocation under VaR constraint with stochastic interest rates."

Donatien Hainaut (2009)

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DOI: 10.1007/S10479-008-0509-9

access: closed

type: Journal Article

metadata version: 2020-08-13

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Donatien Hainaut:
Dynamic asset allocation under VaR constraint with stochastic interest rates. Ann. Oper. Res. 172(1): 97-117 (2009)

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