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"Vector-valued multivariate conditional value-at-risk."

Merve Merakli, Simge Küçükyavuz (2018)

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DOI: 10.1016/J.ORL.2018.02.006

access: closed

type: Journal Article

metadata version: 2018-06-11

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  - journals/orl/MerakliK18
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  - https://dblp.org/rec/journals/orl/MerakliK18
Merve Merakli, Simge Küçükyavuz:
Vector-valued multivariate conditional value-at-risk. Oper. Res. Lett. 46(3): 300-305 (2018)

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