Worst-case VaR and CVaR
Jana Čerbáková
| Year of publication: |
2006
|
|---|---|
| Authors: | Čerbáková, Jana |
| Published in: |
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005. - Berlin : Springer, ISBN 3-540-32537-9. - 2006, p. 817-822
|
| Subject: | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Vergleich | Comparison | Wechselkurs | Exchange rate | Schätzung | Estimation | Theorie | Theory | EU-Staaten | EU countries | Kroatien | Croatia |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003347829