Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics
| Year of publication: |
2012
|
|---|---|
| Authors: | Chun, So Yeon ; Shapiro, Alexander ; Uryasev, Stan |
| Published in: |
Operations research : the journal of the Operations Research Society of America. - Linthicum, Md : INFORMS, ISSN 0030-364X, ZDB-ID 1233890. - Vol. 60.2012, 4, p. 739-757
|