Risk Tuning with Generalized Linear Regression
| Year of publication: |
2008
|
|---|---|
| Authors: | Rockafellar, R.Tyrrell ; Uryasev, Stan ; Zabarankin, Michael |
| Published in: |
Mathematics of operations research. - Linthicum, Md : Inst, ISSN 0364-765X, ZDB-ID 1956838. - Vol. 33.2008, 3, p. 712-729
|