Dynamic Minimization of Worst Conditional Expectation of Shortfall
| Year of publication: |
2004
|
|---|---|
| Authors: | Sekine, Jun |
| Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 14.2004, 4, p. 605-618
|
| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005139664