More than you ever wanted to know about conditional value at risk optimization
Bernd Scherer
| Year of publication: |
2010
|
|---|---|
| Authors: | Scherer, Bernd |
| Published in: |
Optimizing optimization : the next generation of optimization applications and theory. - Amsterdam [u.a.] : Academic, ISBN 0-12-374952-2. - 2010, p. 283-299
|
| Subject: | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk | Messung | Measurement |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003939163