Risk management with multiple VaR constraints
Crossref DOI link: https://doi.org/10.1007/s00186-018-0637-1
Published Online: 2018-05-09
Published Print: 2018-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chen, An
Nguyen, Thai
Stadje, Mitja
Text and Data Mining valid from 2018-05-09
Article History
Received: 27 November 2017
First Online: 9 May 2018