A comparison of MAD and CVaR models with real features
| Year of publication: |
2008
|
|---|---|
| Authors: | Angelelli, Enrico ; Mansini, Renata ; Speranza, M.Grazia |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 32.2008, 7, p. 1188-1197
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