Dynamic asset allocation under VaR constraint with stochastic interest rates (Q2267297)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic asset allocation under VaR constraint with stochastic interest rates |
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Dynamic asset allocation under VaR constraint with stochastic interest rates (English)
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1 March 2010
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asset allocation
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value at risk
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bounded shortfall risk
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stochastic interest rates
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