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Volumn , Issue , 2000, Pages 49-57
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Conditional Value-at-Risk: optimization algorithms and applications
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Author keywords
[No Author keywords available]
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Indexed keywords
ALGORITHMS;
COMPUTER SIMULATION;
FINANCE;
LINEAR PROGRAMMING;
RISK ASSESSMENT;
CONDITIONAL VALUE AT RISK;
OPTIMIZATION ALGORITHMS;
RISKMETRICS METHODOLOGY;
VALUE AT RISK;
RISK MANAGEMENT;
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EID: 0033731507
PISSN: None
EISSN: None
Source Type: Conference Proceeding
DOI: None Document Type: Conference Paper |
Times cited : (201)
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References (14)
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