%0 Journal Article %1 journals/ors/BambergN10 %A Bamberg, Günter %A Neuhierl, Andreas %D 2010 %J OR Spectrum %K dblp %N 1 %P 49-60 %T On the non-existence of conditional value-at-risk under heavy tails and short sales. %U http://dblp.uni-trier.de/db/journals/ors/ors32.html#BambergN10 %V 32

@article{journals/ors/BambergN10, added-at = {2019-02-14T00:00:00.000+0100}, author = {Bamberg, Günter and Neuhierl, Andreas}, biburl = {https://puma.ub.uni-stuttgart.de/bibtex/26191b576ffae16cfb44c23ef1e6e7df3/dblp}, ee = {https://doi.org/10.1007/s00291-008-0138-3}, interhash = {983b31c54434c7720ba8610e943c8263}, intrahash = {6191b576ffae16cfb44c23ef1e6e7df3}, journal = {OR Spectrum}, keywords = {dblp}, number = 1, pages = {49-60}, timestamp = {2019-09-27T07:10:46.000+0200}, title = {On the non-existence of conditional value-at-risk under heavy tails and short sales.}, url = {http://dblp.uni-trier.de/db/journals/ors/ors32.html#BambergN10}, volume = 32, year = 2010 }