Work

Introduction to the Theory of Probabilistic Functions and Percentiles (Value-at-Risk)

Year: 2000

Type: book-chapter

Source: Nonconvex optimization and its applications

DOI: 10.1007/978-1-4757-3150-7_1

Author: S. Uryasev

Institution: University of Florida

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W48101171

FWCI: 6.097

Cites: 50

Cited by: 35

Related to: 10