Equilibrium With Investors Using a Diversity of Deviation Measures

By Tyrrel R Rockafellar, Stanislav Uryasev, Michael Zabarankin. 2007

63 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/2e5edb8ec3a84521c754532fe54ca4db123b08ae

How researchers see this paper

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In Economics and Econometrics

1. Sergey Sarykalin

In Finance

1. Sergey Sarykalin

In Management Science and Operations Research

1. Sergey Sarykalin

Citations in the corpus

• Value-at-Risk vs. Conditional Value-at-Risk in Risk Management and Optimization (2008, background): “[25], developed these concepts to obtain the generalized capital asset pricing (CAPM) relations.”