Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk
Year of publication: |
January 2018
|
---|---|
Authors: | Shang, Danjue ; Kuzmenko, Victor ; Uryasev, Victor |
Published in: |
Advances of OR in commodities and financial modeling. - New York, NY, USA : Springer. - 2018, p. 501-514
|
Subject: | Risikomaß | Risk measure | Cash Flow | Cash flow | Theorie | Theory | Matching | Risiko | Risk | Risikomanagement | Risk management |
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