论文信息 - Conditional Value at Risk - 字舞流文

Conditional Value at Risk

Karolina Koziorowska

[1] R. Rockafellar,et al. Conditional Value-at-Risk for General Loss Distributions , 2001 .

[2] R. Rockafellar,et al. Optimization of conditional value-at risk , 2000 .

[3] S. Uryasev,et al. Introduction to the Theory of Probabilistic Functions and Percentiles (Value-at-Risk) , 2000 .