文件名称：minimizing cvar and var for a portfolio of derivatives.pdf
文件大小：490KB
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更新时间：2023-10-27 13:45:17
CVaR
S. Alexander, T. F. Coleman, and Y. Li, “Minimizing VaR and CVaR for a portfolio of derivatives,” Journal of Banking and Finance, vol. 30, no. 2, pp. 583–605, 2006.