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Journal: Mathematics, 2024
Volume: 12
Number: 2268

Article: Dynamic Mean–Variance Portfolio Optimization with Value-at-Risk Constraint in Continuous Time
Authors: by Tongyao Wang, Qitong Pan, Weiping Wu, Jianjun Gao and Ke Zhou
Link: https://www.mdpi.com/2227-7390/12/14/2268

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