Credit risk optimization with conditional Value-at-Risk criterion
From MaRDI portal
Publication:5944954
DOI10.1007/s101070000201zbMath0994.91028MaRDI QIDQ5944954
Dan Rosen, Stanislav P. Uryasev, Helmut E. Mausser, Fredrik Andersson
Publication date: 10 October 2002
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
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