Risk Tuning With Generalized Linear Regression
Rockafellar, Tyrrell R.; Uryasev, Stanislav P.; Zabarankin, Michael
- 期刊名称SSRN Electronic Journal
- 作者Rockafellar, Tyrrell R.; Uryasev, Stanislav P.; Zabarankin, Michael
- 电子ISSN1556-5068
- 文件大小252.65KB
- 发表时间2007
- DOI10.2139/ssrn.1003864