{"title":"Optimal investment with bounded VaR for power utility functions","authors":"Bénamar Chouaf, S. Pergamenchtchikov","doi":"10.1007/978-3-319-02069-3_6","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":286833,"journal":{"name":"arXiv: Portfolio Management","volume":"44 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2010-02-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv: Portfolio Management","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1007/978-3-319-02069-3_6","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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