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                                       Details for article 7 of 12 found articles
 
 
  On the equivalence between Value-at-Risk- and Expected Shortfall-based risk measures in non-concave optimization
 
 
Title: On the equivalence between Value-at-Risk- and Expected Shortfall-based risk measures in non-concave optimization
Author: Chen, An
Stadje, Mitja
Zhang, Fangyuan
Appeared in: Insurance
Paging: Volume 117 () nr. C pages 114-129
Year: 2024
Contents:
Publisher: The Authors
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 7 of 12 found articles
 
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