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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