Large deviations bounds for estimating conditional value-at-risk
Large deviations bounds for estimating conditional value-at-risk
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DOI:
10.1016/j.orl.2007.01.001
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发表时间:
2007-11
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影响因子:
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通讯作者:
David B. Brown
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文献类型:
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作者:
David B. Brown