Rank: 4845 based on 23 downloads (last 30 days) and 1 file submitted
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Gaia Serraino

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Risk management, derivatives pricing, portfolio management

 

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02 Oct 2008 VaR vs CVaR in Risk Management and Optimization Case studies on VaR and CVaR optimization Author: Gaia Serraino optimization, var optimization, cvar optimization, risk management, risk 23 1
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