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Maximization of Returns under Value-at-Risk Constraints in Dynamic Fuzzy Asset Allocation

Yuji Yoshida. Maximization of Returns under Value-at-Risk Constraints in Dynamic Fuzzy Asset Allocation. In 2018 IEEE International Conference on Fuzzy Systems, FUZZ-IEEE 2018, Rio de Janeiro, Brazil, July 8-13, 2018. pages 1-6, IEEE, 2018. [doi]

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