Measuring financial risks under uncertainty
Year of publication: |
2006
|
---|---|
Authors: | Trzpiot, Grazyna |
Published in: |
Operations Research and Decisions. - Wydział Informatyki i Zarządzania. - Vol. 2.2006, p. 81-88
|
Publisher: |
Wydział Informatyki i Zarządzania |
Subject: | stochastic programming | coherent risk measures | value-at-risk | conditional value-at-risk | stochastic dominance |
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