Authors
C Jabbour, JF Peña, JC Vera, LF Zuluaga
Publication date
2008
Journal
Journal of Risk
Volume
11
Issue
1
Pages
57-78
Description
An estimation-free, robust conditional value-at-risk allocation model — Tilburg University Research Portal Skip to main navigation Skip to search Skip to main content Tilburg University Research Portal Home Tilburg University Research Portal Logo Help & FAQ Home Profiles Research output Research units Activities Projects Press/Media Prizes Datasets Search by expertise, name or affiliation An estimation-free, robust conditional value-at-risk allocation model C. Jabbour, J. Peña, JC Vera, LF Zuluaga Research output: Contribution to journal › Article › Professional Overview Original language English Journal The Journal of Risk Volume 11 Issue number 1 Publication status Published - 2008 Externally published Yes Cite this APA Author BIBTEX Harvard Standard RIS Vancouver Powered by Pure, Scopus & Elsevier Fingerprint Engine™ © 2023 Elsevier BV We use cookies to help provide and enhance our service …
Total citations
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Scholar articles
C Jabbour, J Peña, JC Vera, LF Zuluaga - The Journal of Risk, 2008