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Calibrating risk preferences with the generalized capital asset pricing model based on mixed conditional value-at-risk deviation
Kalinchenko, Konstantin; Uryasev, Stan; Tyrrell … - In: Journal of risk 15 (2012) 1, pp. 45-71
Persistent link: https://www.econbiz.de/10010027742
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Risk-return optimization with different risk-aggregation strategies
Uryasev, Stan; Theiler, Ursula A.; Serraino, Gaia - In: Journal of risk finance : the convergence of financial … 11 (2010) 2, pp. 129-147
Persistent link: https://www.econbiz.de/10008380544