Subject
Strategy and Management,Economics, Econometrics and Finance (miscellaneous),Accounting
Reference58 articles.
1. Coherent Measures of Risk
2. Conditional value-at-risk for general loss distributions
3. Optimization of conditional value at risk;Rockafellar;J. Risk,2000
4. Upgrading value at risk from diagnostic metric to decision variable: A wise thing to do? In Risk Measures in the 21st Century;Grootveld,2004
5. Optimal tail comparison based on comparison of moments;Pinelis,1998
Cited by
24 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献