共 23 条
[1]
On the coherence of expected shortfall
[J].
JOURNAL OF BANKING & FINANCE,
2002, 26 (07)
:1487-1503
[2]
Acerbi C., 2002, EC NOTES BANCA MONTE, V31, P379, DOI [10.1111/1468-0300.00091, DOI 10.1111/1468-0300.00091]
[4]
Birge J. R., 1997, INTRO STOCHASTIC PRO
[8]
Erkut E, 1995, FACILITY LOCATION SU