A linearized value-at-risk model with transaction costs and short selling (Q320109)
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scientific article; zbMATH DE number 6633802
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A linearized value-at-risk model with transaction costs and short selling |
scientific article; zbMATH DE number 6633802 |
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A linearized value-at-risk model with transaction costs and short selling (English)
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6 October 2016
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linearized model
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short-sales
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transaction costs
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