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

Author(s)
Chernozhukov, Victor; Umantsev, Len
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Massachusetts Institute of Technology. Dept. of Economics
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Description
Title from cover
 
November 2000.; Received: September 30, 1999, Revised version: November 20, 2000--Abstract
 
Date issued
2000
URI
http://hdl.handle.net/1721.1/63377
Publisher
Cambridge, MA : Massachusetts Institute of Technology, Dept. of Economics
Other identifiers
conditionalvalue00cher
Series/Report no.
Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 01-19
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