Subadditivity Re-Examined: The Case for Value-At-Risk
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Author
Danielsson, J.
Jorgensen, B. N.
Mandira, S.
Samorodnitsky, G.
de Vries, C. G.
Abstract
Subadditivity Re-Examined: The Case for Value-At-Risk
Date Issued
2005-10
Publisher
Cornell University Operations Research and Industrial Engineering
Keywords
Previously Published as
1437
Type
technical report