Shortfall as a risk measure: properties, optimization and applications
| Year of publication: |
2004
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|---|---|
| Authors: | Bertsimas, Dimitris ; Lauprete, Geoffrey J. ; Samarov, Alexander |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 28.2004, 7, p. 1353-1382
|