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
Pages
18
From page
627
To page
644
Keywords
Risk management , Decentralized optimization , Conditional value-at-risk , Risk measures , Utility optimization
Journal title
Journal of Banking and Finance
Serial Year
2005
Journal title
Journal of Banking and Finance
Record number
193838
Link To Document