Portfolio Selection with VaR Constraints

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)

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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: 10 Jun 2014 10:56
Resource URI: https://kar.kent.ac.uk/id/eprint/25105 (The current URI for this page, for reference purposes)
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