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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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ID Code: 24449
Item Type: Conference Paper
ISBN: 0-9596291-6-5
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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