An estimation-free, robust conditional value-at-risk allocation model

C. Jabbour, J. Peña, J.C. Vera, L.F. Zuluaga

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Cite this

@article{c6165569e27343eab8c8f7743111f6bd,

title = "An estimation-free, robust conditional value-at-risk allocation model",

author = "C. Jabbour and J. Pe{\~n}a and J.C. Vera and L.F. Zuluaga",

year = "2008",

language = "English",

volume = "11",

journal = "Journal of Risk",

issn = "1465-1211",

publisher = "Incisive Media Ltd.",

number = "1",

}