مرکز منطقه ای اطلاع رساني علوم و فناوري - Shortfall as a risk measure: properties, optimization and applications

Title of article :

Shortfall as a risk measure: properties, optimization and applications

Author/Authors :

Dimitris Bertsimas.، نويسنده , , Geoffrey J. Lauprete، نويسنده , , Alexander Samarov، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

1353

To page :

1381

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2004

Journal title :

Journal of Economic Dynamics and Control

Record number :

238698

Link To Document :