"Worst-case Conditional Value at Risk for asset liability management: A ..."

Alireza Ghahtarani, Ahmed Saif, Alireza Ghasemi (2024)

> Home

Details and statistics

DOI: 10.1016/J.EJOR.2024.05.034

access: closed

type: Journal Article

metadata version: 2024-08-04

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/eor/GhahtaraniSG24
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/eor/GhahtaraniSG24
Alireza Ghahtarani, Ahmed Saif, Alireza Ghasemi:
Worst-case Conditional Value at Risk for asset liability management: A framework for general loss functions. Eur. J. Oper. Res. 318(2): 500-519 (2024)

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.