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"A sequential elimination approach to value-at-risk and conditional ..."

Adam J. Hepworth, Michael P. Atkinson, Roberto Szechtman (2017)

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DOI: 10.1109/WSC.2017.8247963

access: closed

type: Conference or Workshop Paper

metadata version: 2020-10-25

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  dblp key:
  - conf/wsc/HepworthAS17
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  persistent URL:
  - https://dblp.org/rec/conf/wsc/HepworthAS17
Adam J. Hepworth, Michael P. Atkinson, Roberto Szechtman:
A sequential elimination approach to value-at-risk and conditional value-at-risk selection. WSC 2017: 2324-2335

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