Simulating Sensitivities of Conditional Value at Risk
| Year of publication: |
2009
|
|---|---|
| Authors: | Hong, L.Jeff ; Liu, Guangwu |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 55.2009, 2, p. 281-293
|