Optimal Portfolios Under Dynamic Shortfall Constraints

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Optimal Portfolios Under Dynamic Shortfall Constraints. DANIEL AKUME1 , BERND LUDERER2 and RALF WUNDERLICH3. Abstract. Value-at-Risk (VaR), ...
Optimal Portfolios Under Dynamic Shortfall Constraints DANIEL AKUME , BERND LUDERER AND RALF WUNDERLICH, pp.156-167

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Received the 29, August 2009. Revised version received the 7th, December 2009 Afrika statistika (www.jafristat.net)

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ISSN 0825-0305

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