Comparison of the VaR and CVaR criteria

Avtomatika i Telemekhanika

Volumn , Issue 7, 2003, Pages 153-164

  Kibzun, A I ^a   Kuznetsov, E A ^b  

^a MOSCOW AVIATION INSTITUTE NATIONAL RESEARCH UNIVERSITY   (Russian Federation)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

ANALYSIS; ECONOMICS; FINANCE; OPTIMIZATION; PROBABILITY; RISKS;

CRITERIA COMPARISON;

RISK ASSESSMENT;

EID: 0141573494     PISSN: 00052310     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (12)