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
29
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