On an Optimization Problem in Investments with Value-At-Risk Constraints
| Contribuinte(s) |
Chattopadhyay, Gopi Kozan, Erhan Beard, Rodney |
|---|---|
| Data(s) |
2003
|
| Identificador | |
| Publicador |
The Australian Society for Operations Research |
| Relação |
Li, Steven (2003) On an Optimization Problem in Investments with Value-At-Risk Constraints. In Chattopadhyay, Gopi, Kozan, Erhan, & Beard, Rodney (Eds.) Proceedings of 5th Operations Reserach Conference of Australian Society for Operations Reserach Queensland Branch on Operations Research into the 21st Century, 9-10 May 2003, Sunshine Coast, Queensland. |
| Fonte |
QUT Business School; School of Economics & Finance |
| Palavras-Chave | #150201 Finance |
| Tipo |
Conference Paper |
