Worst-Case Value at Risk of Nonlinear Portfolios

Management Science 2013 / 01 Vol. 59; Iss. 1

Worst-Case Value at Risk of Nonlinear Portfolios

Zymler, Steve, Kuhn, Daniel, Rustem, Berç
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
59
Language:
english
Journal:
Management Science
DOI:
10.1287/mnsc.1120.1615
Date:
January, 2013
File:
PDF, 323 KB
english, 2013
Conversion to is in progress
Conversion to is failed