Title of article
Minimizing CVaR and VaR for a portfolio of derivatives
Author/Authors
S. Alexander، نويسنده , , T.F. Coleman، نويسنده , , Y. Li، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
23
From page
583
To page
605
Keywords
VAR , CVaR , Ill-posedness , Risk minimization , Transaction and management cost
Journal title
Journal of Banking and Finance
Serial Year
2005
Journal title
Journal of Banking and Finance
Record number
193836
Link To Document