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Conditional value-at-risk for general loss distributions
Author(s):
R.Tyrrell Rockafellar
,
Stanislav Uryasev
Publication date
Created:
July 2002
Publication date
(Print):
July 2002
Journal:
Journal of Banking & Finance
Publisher:
Elsevier BV
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There is no author summary for this article yet. Authors can add summaries to their articles on ScienceOpen to make them more accessible to a non-specialist audience.
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International Journal of Banking and Finance
Author and article information
Journal
Title:
Journal of Banking & Finance
Abbreviated Title:
Journal of Banking & Finance
Publisher:
Elsevier BV
ISSN (Print):
03784266
Publication date Created:
July 2002
Publication date (Print):
July 2002
Volume
: 26
Issue
: 7
Pages
: 1443-1471
Article
DOI:
10.1016/S0378-4266(02)00271-6
SO-VID:
161b2fc8-9516-4703-93ff-64debc212f9c
Copyright ©
© 2002
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