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Avtomatika i Telemekhanika, 2003, Issue 7, Pages 153–164 (Mi at1916)  
This article is cited in 17 scientific papers (total in 17 papers)

General Theory of Risks

Comparison of VaR and CVaR Criteria

A. I. Kibzun, E. A. Kuznetsov

Moscow Aviation Institute
Full-text PDF (234 kB) Citations (17)
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Presented by the member of Editorial Board: B. G. Volik

Received: 15.10.2002
English version:
Automation and Remote Control, 2003, Volume 64, Issue 7, Pages 1154–1164
DOI: https://doi.org/10.1023/A:1024794420632
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. I. Kibzun, E. A. Kuznetsov, “Comparison of VaR and CVaR Criteria”, Avtomat. i Telemekh., 2003, no. 7, 153–164; Autom. Remote Control, 64:7 (2003), 1154–1164
Citation in format AMSBIB
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\pages 1154--1164
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    • This publication is cited in the following 17 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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