Paper:

# A Dynamic Risk Allocation of Value-at-Risks with Portfolios

## Yuji Yoshida

Faculty of Economics and Business Administration, University of Kitakyushu, 4-2-1 Kitagata, Kokuraminami, Kitakyushu 802-8577, Japan

*J. Adv. Comput. Intell. Intell. Inform.*, Vol.16 No.7, pp. 800-806, 2012.

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