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Article

Tunaru, Radu and Giannopoulos, Kostas (2005) Coherent Risk Measures Under Filtered Historical Simulation. Journal of Banking and Finance, 29 (4). pp. 979-996. ISSN 0378-4266. (doi:https://doi.org/10.1016/j.jbankfin.2004.08.009) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tunaru, Radu and Giannopoulos, Kostas and Clark, Ephraim (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 currently available from this repository. You may be able to access a copy if URLs are provided)

This list was generated on Sun May 26 17:45:37 2019 BST.