Stochastic surplus process and constrained portfolio optimization with VaR and CVaR

2016-09-08

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Citation Formats
M. Şimşek, Ö. Uğur, and S. A. Kestel, “Stochastic surplus process and constrained portfolio optimization with VaR and CVaR,” 2016, Accessed: 00, 2021. [Online]. Available: http://eaj2016.org/wp-content/uploads/2016/06/parallel-sessions-EAJ-V5.pdf.