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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