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

Title from cover

Bibliographic Details
Main Authors:	Chernozhukov, Victor, Umantsev, Len
Other Authors:	Massachusetts Institute of Technology. Dept. of Economics
Format:	Working Paper
Published:	Cambridge, MA : Massachusetts Institute of Technology, Dept. of Economics 2011
Online Access:	http://hdl.handle.net/1721.1/63377

Internet

http://hdl.handle.net/1721.1/63377