Conditional Value-at-Risk: Theory and Applications

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Date

October 31, 2015

Identifier
Source

arXiv

Collection

arXiv

Organization

Cornell University


Keywords

Quantitative Finance - Risk Management Mathematics - Optimization and Control


Cite this document

Jakob Kisiala, « Conditional Value-at-Risk: Theory and Applications », arXiv, ID : 10670/1.dld732


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