![](/img/cover-not-exists.png)
Applications of Stochastic Programming Volume 24 || 29. Numerical Comparison of Conditional Value-at-Risk and Conditional Drawdown-at-Risk Approaches: Application to Hedge Funds
Wallace, Stein W., Ziemba, William T.Volume:
10.1137/1.
Year:
2005
Language:
english
Pages:
23
DOI:
10.1137/1.9780898718799.ch29
File:
PDF, 333 KB
english, 2005