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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Operations research letters"
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Excess invariance and shortfall risk measures
Staum, Jeremy
- In:
Operations research letters
41
(
2013
)
1
,
pp. 47-53
Persistent link: https://www.econbiz.de/10009720201
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Simulation of coherent risk measures based on generalized scenarios
Lesnevski, Vadim
;
Nelson, Barry L.
;
Staum, Jeremy
- In:
Management science : journal of the Institute for …
53
(
2007
)
11
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pp. 1756-1769
Persistent link: https://www.econbiz.de/10003593245
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