A linearized value-at-risk model with transaction costs and short selling. Yu, J., Chiou, W. P., & Mu, D. European Journal of Operational Research, 247(3):872-878, 2015. Link Paper bibtex @article{journals/eor/YuCM15,
added-at = {2015-10-02T00:00:00.000+0200},
author = {Yu, Jing-Rung and Chiou, Wan-Jiun Paul and Mu, Da-Ren},
biburl = {http://www.bibsonomy.org/bibtex/2dbedc171dee6338e7b348cdc83e2a150/dblp},
ee = {http://dx.doi.org/10.1016/j.ejor.2015.06.024},
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journal = {European Journal of Operational Research},
keywords = {dblp},
number = 3,
pages = {872-878},
timestamp = {2015-10-03T11:33:21.000+0200},
title = {A linearized value-at-risk model with transaction costs and short selling.},
url = {http://dblp.uni-trier.de/db/journals/eor/eor247.html#YuCM15},
volume = 247,
year = 2015
}
Downloads: 0
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