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

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (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

Full text not available from this repository.

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:	27 Aug 2021 17:17
URI:	https://pure.iiasa.ac.at/6082

Actions (login required)

View Item