Title of article
Conditional value-at-risk for general loss distributions
Author/Authors
R. Tyrrell Rockafellar، نويسنده , , Stanislav Uryasev، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
29
From page
1443
To page
1471
Keywords
Coherent risk measures , Risk sampling , Index tracking , Hedging , Portfolio optimization , Risk management , Scenarios , Value-at-Risk , Mean shortfall , Conditional value-at-risk
Journal title
Journal of Banking and Finance
Serial Year
2002
Journal title
Journal of Banking and Finance
Record number
193399
Link To Document