On an Optimization Problem in Investments with Value-At-Risk Constraints

(2003) On an Optimization Problem in Investments with Value-At-Risk Constraints. In Kozan, Erhan, Beard, Rodney, & Chattopadhyay, Gopi (Eds.) Proceedings of 5th Operations Reserach Conference of Australian Society for Operations Reserach Queensland Branch on Operations Research into the 21st Century. The Australian Society for Operations Research, Australia, Queensland, pp. 101-110.

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ID Code: 24449
Item Type: Chapter in Book, Report or Conference volume (Conference contribution)
Measurements or Duration: 10 pages
ISBN: 0-9596291-6-5
Pure ID: 34091128
Divisions: Past > QUT Faculties & Divisions > QUT Business School
Current > Schools > School of Economics & Finance
Copyright Owner: Consult author(s) regarding copyright matters
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Deposited On: 17 Jun 2009 14:31
Last Modified: 03 Mar 2024 11:15