BibTeX record books/siam/05/KrokhmalUZ05

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@incollection{DBLP:books/siam/05/KrokhmalUZ05,
  author       = {Pavlo A. Krokhmal and
                  Stan Uryasev and
                  Grigoriy Zrazhevsky},
  editor       = {Stein W. Wallace and
                  William T. Ziemba},
  title        = {29. Numerical Comparison of Conditional Value-at-Risk and Conditional
                  Drawdown-at-Risk Approaches: Application to Hedge Funds},
  booktitle    = {Applications of Stochastic Programming},
  pages        = {609--631},
  publisher    = {{SIAM}},
  year         = {2005},
  url          = {https://doi.org/10.1137/1.9780898718799.ch29},
  doi          = {10.1137/1.9780898718799.CH29},
  timestamp    = {Thu, 28 May 2020 15:04:38 +0200},
  biburl       = {https://dblp.org/rec/books/siam/05/KrokhmalUZ05.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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