𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Simulation of Coherent Risk Measures Based on Generalized Scenarios

✍ Scribed by Lesnevski, Vadim; Nelson, Barry L.; Staum, Jeremy


Book ID
118215495
Publisher
INFORMS
Year
2007
Tongue
English
Weight
239 KB
Volume
53
Category
Article
ISSN
0025-1909

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


On the generalized risk measures
✍ Ai-li Zhang, Wen-yuan Wang, Yi-jun Hu πŸ“‚ Article πŸ“… 2012 πŸ› SP Editorial Committee of Applied Mathematics - A 🌐 English βš– 153 KB