Yuji Yoshida. Optimization of value-at-risk portfolios in uncertain lognormal models. In Joint IFSA World Congress and NAFIPS Annual Meeting, IFSA/NAFIPS 2013, Edmonton, Alberta, Canada, June 24-28, 2013. pages 263-268, IEEE, 2013. [doi]
@inproceedings{Yoshida13-10, title = {Optimization of value-at-risk portfolios in uncertain lognormal models}, author = {Yuji Yoshida}, year = {2013}, doi = {10.1109/IFSA-NAFIPS.2013.6608410}, url = {http://dx.doi.org/10.1109/IFSA-NAFIPS.2013.6608410}, researchr = {https://researchr.org/publication/Yoshida13-10}, cites = {0}, citedby = {0}, pages = {263-268}, booktitle = {Joint IFSA World Congress and NAFIPS Annual Meeting, IFSA/NAFIPS 2013, Edmonton, Alberta, Canada, June 24-28, 2013}, publisher = {IEEE}, }