A new coherent multivariate average-value-at-risk

From MaRDI portal
Publication:5880387

DOI10.1080/02331934.2021.1970755OpenAlexW3198028911MaRDI QIDQ5880387

Kerem Uğurlu

Publication date: 9 March 2023

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2021.1970755




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