Measuring risk for income streams
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Publication:2574064
DOI10.1007/s10589-005-2058-3zbMath1085.90041OpenAlexW2048109340WikidataQ59255091 ScholiaQ59255091MaRDI QIDQ2574064
Georg Ch. Pflug, Ruszczyński, Andrzej
Publication date: 16 November 2005
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-005-2058-3
multistage stochastic programmingdynamic risk measureconditional value at riskvalue of perfect informationmultiperiod mean-risk models
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