Minimizing CVaR and VaR for a portfolio of derivatives
- 1 February 2006
- journal article
- Published by Elsevier BV in Journal of Banking & Finance
- Vol. 30 (2), 583-605
- https://doi.org/10.1016/j.jbankfin.2005.04.012
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
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