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"Dynamic CVaR with multi-period risk problems."

Zhiqing Meng, Min Jiang, Qiying Hu (2011)

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DOI: 10.1007/S11424-011-9010-7

access: closed

type: Journal Article

metadata version: 2020-06-08

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  - journals/jossac/MengJH11
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  - https://dblp.org/rec/journals/jossac/MengJH11
Zhiqing Meng, Min Jiang, Qiying Hu:
Dynamic CVaR with multi-period risk problems. J. Syst. Sci. Complex. 24(5): 907-918 (2011)

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