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

Full text not available from this repository.

Item Type:

Journal Article

Journal or Publication Title:

Journal of Computational Finance

Departments:

Lancaster University Management School > Management Science

ID Code:

65048

Deposited By:

ep_importer_pure

Deposited On:

14 Jun 2013 12:53

Refereed?:

Yes

Published?:

Published

Last Modified:

15 Jul 2024 14:00

URI:

https://eprints.lancs.ac.uk/id/eprint/65048