Risk tomography
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Publication:1681334
DOI10.1016/j.ejor.2017.07.055zbMath1376.91174OpenAlexW4256580419MaRDI QIDQ1681334
Publication date: 23 November 2017
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2017.07.055
Related Items (2)
A multivariate CVaR risk measure from the perspective of portfolio risk management ⋮ Vector-valued multivariate conditional value-at-risk
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