Applying CVaR for decentralized risk management of financial companies-Reference-Cited by-同舟云学术

Applying CVaR for decentralized risk management of financial companies

Published:2006-02 Issue:2 Volume:30 Page:627-644
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Mulvey John M.,Erkan Hafize G.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference30 articles.

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