On closed-form calculation of CVaR

On closed-form calculation of CVaR

bookFormat

• <http://schema.org/EBook>

datePublished

• 2005

identifier

• propertyID: FI-FENNI value: 943740
• propertyID: FI-MELINDA value: 005813343
• propertyID: skl value: fx943740

isbn

• 951791928X

isPartOf

• [Series of publications] / University of Tampere, Department of Computer and Information Sciences. A
• Fennica

name

• On closed-form calculation of CVaR

numberOfPages

• 1 verkkoaineisto (12 sivua)

P60048

• <http://rdaregistry.info/termList/RDACarrierType/1018>

P60050

• <http://rdaregistry.info/termList/RDAMediaType/1003>

publication

• location: Helsinki organizer: Helsingin kauppakorkeakoulu

publisher

• Helsingin kauppakorkeakoulu

url