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Optimization of conditional value-at-risk
Author(s):
R. Tyrrell Rockafellar
,
Stanislav Uryasev
Publication date
Created:
2000
Publication date
(Print):
2000
Journal:
The Journal of Risk
Publisher:
Incisive Media
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There is no author summary for this article yet. Authors can add summaries to their articles on ScienceOpen to make them more accessible to a non-specialist audience.
Abstract
Related collections
IUCN Red List of Ecosystems
Author and article information
Journal
Title:
The Journal of Risk
Abbreviated Title:
JOR
Publisher:
Incisive Media
ISSN (Print):
14651211
Publication date Created:
2000
Publication date (Print):
2000
Volume
: 2
Issue
: 3
Pages
: 21-41
Article
DOI:
10.21314/JOR.2000.038
SO-VID:
38659339-ee58-4667-8d4d-8c6b78b79a11
Copyright ©
© 2000
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