Dynamic value at risk under optimal and suboptimal portfolio policies

Gianluca Fusai and Elisa Luciano

European Journal of Operational Research, 2001, vol. 135, issue 2, 249-269

Date: 2001
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:135:y:2001:i:2:p:249-269

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