دورية أكاديمية
Worst-case Conditional Value at Risk for asset liability management: A framework for general loss functions
العنوان: | Worst-case Conditional Value at Risk for asset liability management: A framework for general loss functions |
---|---|
المؤلفون: | Ghahtarani, Alireza, Saif, Ahmed, Ghasemi, Alireza |
المصدر: | In European Journal of Operational Research 16 October 2024 318(2):500-519 |
قاعدة البيانات: | ScienceDirect |
تدمد: | 03772217 |
---|---|
DOI: | 10.1016/j.ejor.2024.05.034 |