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ArticleConditional Value at Risk

Karolina Koziorowska2009

Article2009

Conditional Value at Risk

Karolina Koziorowska

30 citations·0/0 files stored·Zeszyty Naukowe / Uniwersytet Ekonomiczny w Poznaniu

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Risk and Portfolio Optimization Financial Risk and Volatility Modeling Probability and Risk Models

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2000Optimization of conditional value-at-risk 2002Conditional value-at-risk for general loss distributions 2000Introduction to the Theory of Probabilistic Functions and Percentiles (Value-at-Risk)

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Year2009

Typearticle

Published2009-01-01

VenueZeszyty Naukowe / Uniwersytet Ekonomiczny w Poznaniu

Languagepl

Citations30

Files0 public / 0

ShelfRisk and Portfolio Optimization

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openalex_workW120593396

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