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Risikomaß
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OR spectrum : quantitative approaches in management
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Robustness in stochastic programs with risk constraints
Dupačová, Jitka
;
Kopa, Milos
-
2012
Persistent link: https://www.econbiz.de/10009688667
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Stress testing for VaR and CVaR
Dupačová, Jitka
;
Polívka, Jan
- In:
Quantitative fund management
,
(pp. 337-357)
.
2009
Persistent link: https://www.econbiz.de/10003797011
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Structure of risk-averse multistage stochastic programs
Dupačová, Jitka
;
Kozmík, Václav
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 559-582
Persistent link: https://www.econbiz.de/10011296750
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