Conditional value-at-risk for general loss distributions
| Year of publication: |
2002
|
|---|---|
| Authors: | Rockafellar, R.Tyrrell ; Uryasev, Stanislav |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 26.2002, 7, p. 1443-1472
|