Conditional value-at-risk : aspects of modeling and estimation
Title from cover
| Main Authors: | , |
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| Other Authors: | |
| Format: | Working Paper |
| Published: |
Cambridge, MA : Massachusetts Institute of Technology, Dept. of Economics
2011
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| Online Access: | http://hdl.handle.net/1721.1/63377 |
| _version_ | 1826189520591126528 |
|---|---|
| author | Chernozhukov, Victor Umantsev, Len |
| author2 | Massachusetts Institute of Technology. Dept. of Economics |
| author_facet | Massachusetts Institute of Technology. Dept. of Economics Chernozhukov, Victor Umantsev, Len |
| author_sort | Chernozhukov, Victor |
| collection | MIT |
| description | Title from cover |
| first_indexed | 2024-09-23T08:16:09Z |
| format | Working Paper |
| id | mit-1721.1/63377 |
| institution | Massachusetts Institute of Technology |
| last_indexed | 2024-09-23T08:16:09Z |
| publishDate | 2011 |
| publisher | Cambridge, MA : Massachusetts Institute of Technology, Dept. of Economics |
| record_format | dspace |
| spelling | mit-1721.1/633772019-04-09T17:40:08Z Conditional value-at-risk : aspects of modeling and estimation Chernozhukov, Victor Umantsev, Len Massachusetts Institute of Technology. Dept. of Economics Title from cover November 2000.; Received: September 30, 1999, Revised version: November 20, 2000--Abstract 2011-06-08T21:42:17Z 2011-06-08T21:42:17Z 2000 Working Paper conditionalvalue00cher http://hdl.handle.net/1721.1/63377 49829121 001041017 Abstract in HTML and working paper for download in PDF available via World Wide Web at the Social Science Research Network Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 01-19 application/pdf Cambridge, MA : Massachusetts Institute of Technology, Dept. of Economics |
| spellingShingle | Chernozhukov, Victor Umantsev, Len Conditional value-at-risk : aspects of modeling and estimation |
| title | Conditional value-at-risk : aspects of modeling and estimation |
| title_full | Conditional value-at-risk : aspects of modeling and estimation |
| title_fullStr | Conditional value-at-risk : aspects of modeling and estimation |
| title_full_unstemmed | Conditional value-at-risk : aspects of modeling and estimation |
| title_short | Conditional value-at-risk : aspects of modeling and estimation |
| title_sort | conditional value at risk aspects of modeling and estimation |
| url | http://hdl.handle.net/1721.1/63377 |
| work_keys_str_mv | AT chernozhukovvictor conditionalvalueatriskaspectsofmodelingandestimation AT umantsevlen conditionalvalueatriskaspectsofmodelingandestimation |