✦ LIBER ✦

Dynamic CVaR with multi-period risk problems

✍ Scribed by Zhiqing Meng; Min Jiang; Qiying Hu

Book ID: 107347326
Publisher: Academy of Mathematics and Systems Science, Chinese Academy of Sciences
Year: 2011
Tongue: English
Weight: 212 KB
Volume: 24
Category: Article
ISSN: 1009-6124
DOI: 10.1007/s11424-011-9010-7

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