Conditional value-at-risk: Aspects of modeling and estimation
| Year of publication: |
2001
|
|---|---|
| Authors: | Chernozhukov, Victor ; Umantsev, Len |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 5193941. - Vol. 26.2001, 1, p. 271-292
|