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Comparison of VaR and CVaR criteria - MaRDI portal

Comparison of VaR and CVaR criteria (Q2487628)

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scientific article
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English
Comparison of VaR and CVaR criteria
scientific article

    Statements

    title
    Comparison of VaR and CVaR criteria (English)
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    author
    A. I. Kibzun
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    V. N. Vagin
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    publication date
    8 August 2005
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    62E10
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    62P05
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    91B30
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    zbMATH DE Number
    2193700
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    OpenAlex ID
    W1514176739
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