Utility-based shortfall risk: Efficient computations via Monte Carlo
| Year of publication: |
2018
|
|---|---|
| Authors: | Hu, Zhaolin ; Zhang, Dali |
| Published in: |
Naval Research Logistics (NRL). - Wiley, ISSN 0894-069X, ZDB-ID 1465691-7. - Vol. 65.2018, 5 (25.11.), p. 378-392
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/nav.21814 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012084221