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"29. Numerical Comparison of Conditional Value-at-Risk and Conditional ..."
Pavlo A. Krokhmal, Stan Uryasev, Grigoriy Zrazhevsky (2005)
- Pavlo A. Krokhmal, Stan Uryasev, Grigoriy Zrazhevsky:
29. Numerical Comparison of Conditional Value-at-Risk and Conditional Drawdown-at-Risk Approaches: Application to Hedge Funds. Applications of Stochastic Programming 2005: 609-631
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