Simulation of Coherent Risk Measures Based on Generalized...

Management Science 2007 / 11 Vol. 53; Iss. 11

Simulation of Coherent Risk Measures Based on Generalized Scenarios

Lesnevski, Vadim, Nelson, Barry L., Staum, Jeremy
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Volume:
53
Language:
english
Journal:
Management Science
DOI:
10.1287/mnsc.1070.0734
Date:
November, 2007
File:
PDF, 239 KB
english, 2007
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