Media type: E-Book Title: CVaR sensitivity with respect to tail thickness Contributor: Stoyanov, Stoyan V. [Author]; Račev, Svetlozar T. [Author]; Fabozzi, Frank J. [Author] Published: Karlsruhe: KIT, 2011 Published in: Working paper series in economics ; 29 Extent: Online-Ressource Language: English ISSN: 2190-9806 Origination: Footnote: Access State: Open Access