An adaptive procedure for estimating coherent riskmeasures based on generalized scenarios

Lesnevski, V and Nelson, Barry L. and Staum, J. (2008) An adaptive procedure for estimating coherent riskmeasures based on generalized scenarios. Journal of Computational Finance, 11. pp. 1-31. ISSN 1460-1559

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Item Type:
Journal Article
Journal or Publication Title:
Journal of Computational Finance
ID Code:
65048
Deposited By:
Deposited On:
14 Jun 2013 12:53
Refereed?:
Yes
Published?:
Published
Last Modified:
11 Jun 2020 02:48