"Simulating Sensitivities of Conditional Value at Risk."

L. Jeff Hong, Guangwu Liu (2009)

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DOI: 10.1287/MNSC.1080.0901

access: closed

type: Journal Article

metadata version: 2020-06-30

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L. Jeff Hong, Guangwu Liu:
Simulating Sensitivities of Conditional Value at Risk. Manag. Sci. 55(2): 281-293 (2009)

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