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"Conditional value-at-risk: optimization algorithms and applications."

Stanislav Uryasev (2000)

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DOI: 10.1109/CIFER.2000.844598

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Stanislav Uryasev:
Conditional value-at-risk: optimization algorithms and applications. CIFEr 2000: 49-57

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