Avtomatika i Telemekhanika
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Avtomat. i Telemekh.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Avtomatika i Telemekhanika, 2003, Issue 7, Pages 153–164 (Mi at1916)  

This article is cited in 16 scientific papers (total in 16 papers)

General Theory of Risks

Comparison of VaR and CVaR Criteria

A. I. Kibzun, E. A. Kuznetsov

Moscow Aviation Institute
References:
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
\Bibitem{KibKuz03}
\by A.~I.~Kibzun, E.~A.~Kuznetsov
\paper Comparison of VaR and CVaR Criteria
\jour Avtomat. i Telemekh.
\yr 2003
\issue 7
\pages 153--164
\mathnet{http://mi.mathnet.ru/at1916}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2093393}
\zmath{https://zbmath.org/?q=an:1115.91332}
\transl
\jour Autom. Remote Control
\yr 2003
\vol 64
\issue 7
\pages 1154--1164
\crossref{https://doi.org/10.1023/A:1024794420632}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000184616900016}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84904240006}
Linking options:
  • https://www.mathnet.ru/eng/at1916
  • https://www.mathnet.ru/eng/at/y2003/i7/p153
  • This publication is cited in the following 16 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Avtomatika i Telemekhanika
    Statistics & downloads:
    Abstract page:892
    Full-text PDF :372
    References:95
    First page:2
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024