Short CommunicationComments on “A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem”
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Acknowledgement
The authors would like to thank the National Science Council of the Republic of China, Taiwan for financially supporting this research under Contract No. NSC 96-2416-H-182-009-MY2.
References (1)
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A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem
European Journal of Operational Research
(2007)
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