How to apply Tail Value at Risk over multiple time steps avoiding accumulation of conservatism and extra parameters

Berend Roorda, J.M. Schumacher

    Research output: Contribution to conferencePaperAcademic

    Original languageUndefined
    Pages-
    Publication statusPublished - 15 Jul 2008

    Keywords

    • METIS-252924

    Cite this

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    title = "How to apply Tail Value at Risk over multiple time steps avoiding accumulation of conservatism and extra parameters",
    keywords = "METIS-252924",
    author = "Berend Roorda and J.M. Schumacher",
    year = "2008",
    month = "7",
    day = "15",
    language = "Undefined",
    pages = "--",

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    How to apply Tail Value at Risk over multiple time steps avoiding accumulation of conservatism and extra parameters. / Roorda, Berend; Schumacher, J.M.

    2008. -.

    Research output: Contribution to conferencePaperAcademic

    TY - CONF

    T1 - How to apply Tail Value at Risk over multiple time steps avoiding accumulation of conservatism and extra parameters

    AU - Roorda, Berend

    AU - Schumacher, J.M.

    PY - 2008/7/15

    Y1 - 2008/7/15

    KW - METIS-252924

    M3 - Paper

    SP - -

    ER -