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~isPartOf:"Operations research"
~person:"Du, Yiping"
~person:"He, Xue Dong"
~subject:"Messung"
~subject:"Risikomaß"
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Surplus-invariant, law-invariant, and conic acceptance sets must be the sets induced by value at risk
He, Xue Dong
;
Peng, Xianhua
- In:
Operations research
66
(
2018
)
5
,
pp. 1268-1275
Persistent link: https://www.econbiz.de/10011932441
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Risk estimation via regression
Broadie, Mark
;
Du, Yiping
;
Moallemi, Ciamac C.
- In:
Operations research
63
(
2015
)
5
,
pp. 1077-1097
Persistent link: https://www.econbiz.de/10011397803
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