This article is cited in 17 papers

General Theory of Risks

Comparison of VaR and CVaR Criteria

A. I. Kibzun, E. A. Kuznetsov

Moscow Aviation Institute

Presented by the member of Editorial Board: B. G. Volik

Received: 15.10.2002

 English version: Automation and Remote Control, 2003, 64:7, 1154–1164

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