Title of article :
Applying CVaR for decentralized risk management of financial companies
Author/Authors :
John M. Mulvey، نويسنده , , Hafize G. Erkan، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Keywords :
Risk management , Decentralized optimization , Conditional value-at-risk , Risk measures , Utility optimization
Journal title :
Journal of Banking and Finance
Journal title :
Journal of Banking and Finance
