Browsing by Subject Conditional value-at-risk
Showing results 1 to 3 of 3
Issue Date | Title | Author(s) |
---|---|---|
2014 | Measuring the risk of a nonlinear portfolio with fat tailed risk factors through probability conserving transformation | Date, P; Bustreo, R |
2009 | Portfolio selection models: A review and new directions | Roman, D; Mitra, G |
2011 | Supply chain network design under uncertainty and risk | Hollmann, Dominik |