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Danielsson, Jon ORCID: 0009-0006-9844-7960, Jorgensen, Bjorn N., Vries, Casper G. and Yang, Xiaoguang
(2008)
Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation.
Annals of Finance, 4 (3).
pp. 345-367.
ISSN 1614-2446