Some remarks on the value-at-risk and the conditional value-at-risk
Authors: Pflug GC
Publication Year: 2000
Reference: In Probabilistic Constrained Optimization: Methodology and Applications, S.P. Uryasev (ed.)
Kluwer Academic Publishers, Dordrecht, Netherlands, pp. 272-281 [2000]
[ISBN 0-7923-6644-1]