A note on calculation of CVaR for student's distribution

dc.contributorAalto-yliopistofi
dc.contributorAalto Universityen
dc.contributor.authorAndreev, Andriy
dc.contributor.authorKanto, Antti
dc.contributor.schoolSchool of Businessen
dc.contributor.schoolKauppakorkeakoulufi
dc.date.accessioned2014-01-30T09:31:25Z
dc.date.available2014-01-30T09:31:25Z
dc.date.issued2004
dc.format.mimetypeapplication/pdf
dc.identifier.isbn951-791-850-X (electronic)
dc.identifier.issn1235-5674
dc.identifier.urihttps://aaltodoc.aalto.fi/handle/123456789/12216
dc.identifier.urnURN:ISBN:951-791-850-X
dc.language.isoenen
dc.publisherHelsinki: Helsinki School of Economics
dc.relation.ispartofseriesWorking papers / Helsingin kauppakorkeakoulu W, 369
dc.subject.heleconPäätöksenteko
dc.subject.heleconDecision making
dc.titleA note on calculation of CVaR for student's distributionen
dc.typeD4 Julkaistu kehittämis- tai tutkimusraportti tai -selvitysfi
dc.type.dcmitypetexten

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