Analysis of criteria VaR and CVaR
| Year of publication: |
2006
|
|---|---|
| Authors: | Kibzun, Andrey I. ; Kuznetsov, Evgeniy A. |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 30.2006, 2, p. 779-796
|
| Publisher: |
Elsevier |