Conditional value-at-risk for general loss distributions
Year of publication: |
2002
|
---|---|
Authors: | Rockafellar, Ralph Tyrrell ; Uryasev, Stanislav |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 26.2002, 7, p. 1443-1471
|
Subject: | Hedging | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure |
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