"Worst-Case Value at Risk of Nonlinear Portfolios."

Steve Zymler, Daniel Kuhn, Berç Rustem (2013)

> Home

Details and statistics

DOI: 10.1287/MNSC.1120.1615

access: closed

type: Journal Article

metadata version: 2023-12-03

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/mansci/ZymlerKR13
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mansci/ZymlerKR13
Steve Zymler, Daniel Kuhn, Berç Rustem:
Worst-Case Value at Risk of Nonlinear Portfolios. Manag. Sci. 59(1): 172-188 (2013)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.