A note on calculation of CVaR for student's distribution

Andreev, Andriy; Kanto, Antti

dc.contributor	Aalto-yliopisto	fi
dc.contributor	Aalto University	en
dc.contributor.author	Andreev, Andriy
dc.contributor.author	Kanto, Antti
dc.date.accessioned	2014-01-30T09:31:25Z
dc.date.available	2014-01-30T09:31:25Z
dc.date.issued	2004
dc.identifier.isbn	951-791-850-X (electronic)
dc.identifier.issn	1235-5674
dc.identifier.uri	https://aaltodoc.aalto.fi/handle/123456789/12216
dc.format.mimetype	application/pdf
dc.language.iso	en	en
dc.publisher	Helsinki: Helsinki School of Economics
dc.relation.ispartofseries	Working papers / Helsingin kauppakorkeakoulu W, 369
dc.title	A note on calculation of CVaR for student's distribution	en
dc.type	D4 Julkaistu kehittämis- tai tutkimusraportti tai -selvitys	fi
dc.contributor.school	School of Business	en
dc.contributor.school	Kauppakorkeakoulu	fi
dc.identifier.urn	URN:ISBN:951-791-850-X
dc.type.dcmitype	text	en
dc.subject.helecon	Päätöksenteko
dc.subject.helecon	Decision making

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