Some remarks on the value-at-risk and the conditional value-at-risk

Pflug GC (2000). Some remarks on the value-at-risk and the conditional value-at-risk. In: Probabilistic Constrained Optimization: Methodology and Applications. Eds. Uryasev, S.P., Dordrecht: Kluwer Academic Publishers. ISBN 0-7923-6644-1

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Item Type: Book Section
Research Programs: Risk, Modeling and Society (RMS)
Bibliographic Reference: In: S.P. Uryasev (ed.); Probabilistic Constrained Optimization: Methodology and Applications; Kluwer Academic Publishers, Dordrecht, Netherlands, pp. 272-281 [2000]
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:12
Last Modified: 20 Jan 2016 16:41
URI: http://pure.iiasa.ac.at/6082

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