Applications of Stochastic Programming Volume 24 || 29....

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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.
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Volume:
10.1137/1.
Year:
2005
Language:
english
Pages:
23
DOI:
10.1137/1.9780898718799.ch29
File:
PDF, 333 KB
english, 2005
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