Subadditivity Re-Examined: The Case for Value-At-Risk
dc.contributor.author | Danielsson, J. | en_US |
dc.contributor.author | Jorgensen, B. N. | en_US |
dc.contributor.author | Mandira, S. | en_US |
dc.contributor.author | Samorodnitsky, G. | en_US |
dc.contributor.author | de Vries, C. G. | en_US |
dc.date.accessioned | 2007-11-09T21:05:42Z | |
dc.date.available | 2007-11-09T21:05:42Z | |
dc.date.issued | 2005-10 | en_US |
dc.description.abstract | Subadditivity Re-Examined: The Case for Value-At-Risk | en_US |
dc.format.extent | 141953 bytes | |
dc.format.mimetype | application/pdf | |
dc.identifier.citation | 1437 | en_US |
dc.identifier.uri | https://hdl.handle.net/1813/9310 | |
dc.language.iso | en_US | en_US |
dc.publisher | Cornell University Operations Research and Industrial Engineering | en_US |
dc.subject | Operations Research | en_US |
dc.subject | Industrial Engineering | en_US |
dc.subject | technical report | en_US |
dc.title | Subadditivity Re-Examined: The Case for Value-At-Risk | en_US |
dc.type | technical report | en_US |
Files
Original bundle
1 - 1 of 1