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

dc.contributor.authorChernozhukov, Victoren_US
dc.contributor.authorUmantsev, Lenen_US
dc.contributor.otherMassachusetts Institute of Technology. Dept. of Economicsen_US
dc.date.accessioned2011-06-08T21:42:17Z
dc.date.available2011-06-08T21:42:17Z
dc.date.issued2000en_US
dc.identifierconditionalvalue00cheren_US
dc.identifier.urihttp://hdl.handle.net/1721.1/63377
dc.descriptionTitle from coveren_US
dc.descriptionNovember 2000.; Received: September 30, 1999, Revised version: November 20, 2000--Abstracten_US
dc.publisherCambridge, MA : Massachusetts Institute of Technology, Dept. of Economicsen_US
dc.relationAbstract in HTML and working paper for download in PDF available via World Wide Web at the Social Science Research Networken_US
dc.relation.ispartofseriesWorking paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 01-19en_US
dc.titleConditional value-at-risk : aspects of modeling and estimationen_US
dc.typeWorking Paperen_US
dc.identifier.oclc49829121en_US
dc.identifier.aleph001041017en_US


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