Proper Conditioning for Coherent VaR in Portfolio Management
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Publication:3116094
DOI10.1287/mnsc.1060.0632zbMath1232.91620OpenAlexW2140971405MaRDI QIDQ3116094
Georges Tsafack, René Garcia, Eric Renault
Publication date: 21 February 2012
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/81217fbb5282313e7249b064c4645e5b08960c7f
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