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On the non-existence of conditional value-at-risk under heavy tails and short sales
Bamberg, Günter; Neuhierl, Andreas - In: OR spectrum : quantitative approaches in management 32 (2010) 1, pp. 49-60
Persistent link: https://www.econbiz.de/10003935915
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Relative performance evaluation and contract externalities
Bamberg, Günter; Neuhierl, Andreas - In: OR spectrum : quantitative approaches in management 32 (2009) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10008339178