Dynamic optimal portfolio in a VaR framework

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Journal of Beijing University of Chemical Technology ›› 2007, Vol. 34 ›› Issue (3) : 333-336.

管理与数理科学

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2007, 34(3): 333-336

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Received	Revised	Published
2006-06-02	1900-01-01	2007-05-20
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2007-05-20

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