On an Optimization Problem in Investments with Value-At-Risk Constraints
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.
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|Item Type:||Conference Paper|
|Subjects:||Australian and New Zealand Standard Research Classification > COMMERCE MANAGEMENT TOURISM AND SERVICES (150000) > BANKING FINANCE AND INVESTMENT (150200) > Finance (150201)|
|Divisions:||Current > QUT Faculties and Divisions > QUT Business School|
Current > Schools > School of Economics & Finance
|Deposited On:||18 Jun 2009 00:31|
|Last Modified:||05 Jan 2011 23:48|
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