Conditional value-at-risk : aspects of modeling and estimation

Name

conditionalvalue00cher.pdf

Size

1.5 MB

Format

Adobe PDF

Checksum (MD5)

864a469c9624b8e32f8256755172199f

Author(s)

Chernozhukov, Victor

•

Umantsev, Len

Date Issued

2000

Publisher

Cambridge, MA : Massachusetts Institute of Technology, Dept. of Economics

Series/Report no.

Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 01-19

Description

Title from cover

November 2000.; Received: September 30, 1999, Revised version: November 20, 2000--Abstract

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