Simulating Sensitivities of Conditional Value at Risk

Management Science 2009 / 02 Vol. 55; Iss. 2

Simulating Sensitivities of Conditional Value at Risk

Hong, L. Jeff, Liu, Guangwu
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Volume:
55
Language:
english
Journal:
Management Science
DOI:
10.1287/mnsc.1080.0901
Date:
February, 2009
File:
PDF, 261 KB
english, 2009
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