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An adaptive procedure for estimating coherent riskmeasures based on generalized scenarios

Research output: Contribution to Journal/Magazine › Journal article › peer-review

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An adaptive procedure for estimating coherent riskmeasures based on generalized scenarios. / Lesnevski, V; Nelson, Barry L.; Staum, J.
In: Journal of Computational Finance, Vol. 11, 2008, p. 1-31.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Lesnevski, V, Nelson, BL & Staum, J 2008, 'An adaptive procedure for estimating coherent riskmeasures based on generalized scenarios', Journal of Computational Finance, vol. 11, pp. 1-31.

APA

Lesnevski, V., Nelson, B. L., & Staum, J. (2008). An adaptive procedure for estimating coherent riskmeasures based on generalized scenarios. Journal of Computational Finance, 11, 1-31.

Vancouver

Lesnevski V, Nelson BL, Staum J. An adaptive procedure for estimating coherent riskmeasures based on generalized scenarios. Journal of Computational Finance. 2008;11:1-31.

Author

Lesnevski, V ; Nelson, Barry L. ; Staum, J. / An adaptive procedure for estimating coherent riskmeasures based on generalized scenarios. In: Journal of Computational Finance. 2008 ; Vol. 11. pp. 1-31.

Bibtex

@article{7ee2ce69ce1b4c2f8e79e60d80c8d93a,
title = "An adaptive procedure for estimating coherent riskmeasures based on generalized scenarios",
author = "V Lesnevski and Nelson, {Barry L.} and J. Staum",
year = "2008",
language = "English",
volume = "11",
pages = "1--31",
journal = "Journal of Computational Finance",
issn = "1460-1559",
publisher = "Incisive Media Ltd.",

}

RIS

TY - JOUR

T1 - An adaptive procedure for estimating coherent riskmeasures based on generalized scenarios

AU - Lesnevski, V

AU - Nelson, Barry L.

AU - Staum, J.

PY - 2008

Y1 - 2008

M3 - Journal article

VL - 11

SP - 1

EP - 31

JO - Journal of Computational Finance

JF - Journal of Computational Finance

SN - 1460-1559

ER -