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Credit risk optimization with Conditional Value-at-Risk criterion

✍ Scribed by Fredrik Andersson; Helmut Mausser; Dan Rosen; Stanislav Uryasev

Publisher: Springer-Verlag
Year: 2001
Tongue: English
Weight: 99 KB
Volume: 89
Category: Article
ISSN: 0025-5610
DOI: 10.1007/pl00011399

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