Professor John Mulvey

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Professor John Mulvey

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  3. Applying CVaR for decentralized risk management of financial companies

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Applying CVaR for decentralized risk management of financial companies

Author
John Mulvey, Hafize Erkan
Publication Year
2006

Type

Journal Article
Journal
Journal of Banking & Finance
Volume
30
Pages
627–644
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Operations Research & Financial Engineering
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