CVaR Regression Based on the Relation between CVaR and...

CVaR Regression Based on the Relation between CVaR and Mixed-Quantile Quadrangles

Golodnikov,, Kuzmenko,, Uryasev,
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Volume:
12
Language:
english
Journal:
Journal of Risk and Financial Management
DOI:
10.3390/jrfm12030107
Date:
June, 2019
File:
PDF, 931 KB
english, 2019
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