Stability analysis of portfolio management with conditional value-at-risk

@article{citeulike:2113936, author = {Kaut and Michal and Vladimirou and Hercules and Wallace and Stein, W. and Zenios and Stavros, A. }, citeulike-article-id = {2113936}, doi = {http://dx.doi.org/10.1080/14697680701483222}, issn = {1469-7688}, journal = {Quantitative Finance}, month = {August}, number = {4}, pages = {397--409}, posted-at = {}, publisher = {Routledge, part of the Taylor \& Francis Group}, title = {Stability analysis of portfolio management with conditional value-at-risk}, url = {http://dx.doi.org/10.1080/14697680701483222}, volume = {7}, year = {2007} }

TY - JOUR ID - citeulike:2113936 L3 - citeulike-article-id:2113936 TI - Stability analysis of portfolio management with conditional value-at-risk JF - Quantitative Finance VL - 7 IS - 4 SP - 397 EP - 409 PB - Routledge, part of the Taylor & Francis Group SN - 1469-7688 AU - Kaut AU - Michal AU - Vladimirou AU - Hercules AU - Wallace AU - Stein, W AU - Zenios AU - Stavros, A PY - 2007/08// UR - http://dx.doi.org/10.1080/14697680701483222 ER -