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2-G-5 An Optimal Value-at-Risk Portfolio Model
2-G-5 An Optimal Value-at-Risk Portfolio Model
2009
yuuzi yosida
Keywords:
Financial economics
Value at risk
Portfolio optimization
Merton's portfolio problem
Superhedging price
Post-modern portfolio theory
Economics
Modern portfolio theory
Black–Litterman model
Portfolio
Mathematical economics
Correction
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