On the non-existence of conditional value-at-risk under heavy tails and short sales
Year of publication: |
2009
|
---|---|
Authors: | Beaudry, Alexandre ; Laporte, Gilbert ; Melo, Teresa ; Nickel, Stefan |
Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 20738857. - Vol. 32.2009, 1, p. 49-61
|
Saved in:
Saved in favorites
Similar items by person
-
Dynamic transportation of patients in hospitals
Beaudry, Alexandre, (2010)
-
Planning sales territories : a facility location approach
Kalcsics, Jörg, (2002)
-
Bringing robustness to patient flow management through optimized patient transports in hospitals
Hanne, Thomas, (2009)
- More ...