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Avtomatika i Telemekhanika, 2003, Issue 7, Pages 153–164
(Mi at1916)
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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
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
Linking options:
https://www.mathnet.ru/eng/at1916 https://www.mathnet.ru/eng/at/y2003/i7/p153
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Abstract page: | 892 | Full-text PDF : | 372 | References: | 95 | First page: | 2 |
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