Measuring the position risks on capital markets: A mathematical programming approach

Berete, Issiaka; Magendie, Jean; Moatti, Bruno

doi:10.1007/BFb0113350

Issiaka Berete¹,
Jean Magendie¹ &
Bruno Moatti¹

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 180))

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CREDIT LYONNAIS, Groupe de Recherche Opérationnelle, 10 rue Saint-Augustin, 75002, Paris
Issiaka Berete, Jean Magendie & Bruno Moatti

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Issiaka Berete
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Jean Magendie
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Bruno Moatti
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L. D. Davisson A. G. J. MacFarlane H. Kwakernaak J. L. Massey Ya Z. Tsypkin A. J. Viterbi Peter Kall

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Berete, I., Magendie, J., Moatti, B. (1992). Measuring the position risks on capital markets: A mathematical programming approach. In: Davisson, L.D., et al. System Modelling and Optimization. Lecture Notes in Control and Information Sciences, vol 180. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0113350

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DOI: https://doi.org/10.1007/BFb0113350
Published: 01 December 2007
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-55577-3
Online ISBN: 978-3-540-47220-9
eBook Packages: Springer Book Archive

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