Minimizing CVaR and VaR for a portfolio of derivatives
| Year of publication: |
2006
|
|---|---|
| Authors: | Alexander, S. ; Coleman, T.F. ; Li, Y. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 30.2006, 2, p. 583-606
|