Norton, M., Khokhlov, V., & Uryasev, S. (2021). Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation. Annals of operations research, 299(1-2), 1281-1315. https://doi.org/10.1007/s10479-019-03373-1
Chicago-Zitierstil (17. Ausg.)Norton, Matthew, Valentyn Khokhlov, und Stan Uryasev. "Calculating CVaR and BPOE for Common Probability Distributions with Application to Portfolio Optimization and Density Estimation." Annals of Operations Research 299, no. 1-2 (2021): 1281-1315. https://doi.org/10.1007/s10479-019-03373-1.
MLA-Zitierstil (9. Ausg.)Norton, Matthew, et al. "Calculating CVaR and BPOE for Common Probability Distributions with Application to Portfolio Optimization and Density Estimation." Annals of Operations Research, vol. 299, no. 1-2, 2021, pp. 1281-1315, https://doi.org/10.1007/s10479-019-03373-1.