Portfolio Selection with VaR Constraints

Tunaru, R. and Giannopoulos, K. and Clark, E. (2005) Portfolio Selection with VaR Constraints. Computational Management Science, 2 (2). pp. 123-138. ISSN 1619-697X.

The full text of this publication is not available from this repository. (Contact us about this Publication)
Item Type: Article
Subjects: H Social Sciences > H Social Sciences (General)
Divisions: Faculties > Social Sciences > Kent Business School > Accounting and Finance
Depositing User: Jennifer Knapp
Date Deposited: 19 Jul 2010 10:47
Last Modified: 08 Jun 2012 15:00
Resource URI: http://kar.kent.ac.uk/id/eprint/25105 (The current URI for this page, for reference purposes)
  • Depositors only (login required):