Range Value-at-Risk bounds for unimodal distributions under partial information

Carole Bernard, Rodrigue Kazzi, Steven Vanduffel

Business

Research output: Contribution to journal › Article › peer-review

14 Citations (Scopus)

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Finished
FWOODYS11: Quantitative Risk Management under Scenario Constraints: Risk aggregation, Dependence, and Systemic risk
Bernard, C.
1/10/16 → 30/09/21
Project: Fundamental