Robust risk budgeting
Year of publication: |
July 2018
|
---|---|
Authors: | Kapsos, Michalis ; Christofides, Nicos ; Rustem, Berç |
Published in: |
Analytical models for financial modeling and risk management. - New York, NY, USA : Springer. - 2018, p. 199-221
|
Subject: | Risikomanagement | Risk management | Öffentlicher Haushalt | Public budget | Robustes Verfahren | Robust statistics | Theorie | Theory |
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