Virgilijus Sakalauskas, Dalia Kriksciuniene. Short-Term Investment Risk Measurement Using VaR and CVaR. In Vassil N. Alexandrov, G. Dick van Albada, Peter M. A. Sloot, Jack Dongarra, editors, Computational Science - ICCS 2006, 6th International Conference, Reading, UK, May 28-31, 2006, Proceedings, Part IV. Volume 3994 of Lecture Notes in Computer Science, pages 316-323, Springer, 2006. [doi]
@inproceedings{SakalauskasK06:0,
title = {Short-Term Investment Risk Measurement Using VaR and CVaR},
author = {Virgilijus Sakalauskas and Dalia Kriksciuniene},
year = {2006},
doi = {10.1007/11758549_47},
url = {http://dx.doi.org/10.1007/11758549_47},
researchr = {https://researchr.org/publication/SakalauskasK06%3A0},
cites = {0},
citedby = {0},
pages = {316-323},
booktitle = {Computational Science - ICCS 2006, 6th International Conference, Reading, UK, May 28-31, 2006, Proceedings, Part IV},
editor = {Vassil N. Alexandrov and G. Dick van Albada and Peter M. A. Sloot and Jack Dongarra},
volume = {3994},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {3-540-34385-7},
}