Len Umantsev

Stanford University - Department of Management Science & Engineering

473 Via Ortega

Stanford, CA 94305-9025

United States

  • Stanford University - Department of Management Science & Engineering

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 33,897

SSRN RANKINGS

Top 33,897

in Total Papers Downloads

3,249

TOTAL CITATIONS

10

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

Conditional Value-at-Risk: Aspects of Modeling and Estimation

Number of pages: 28 Posted: 07 Jun 2001
Victor Chernozhukov and Len Umantsev
Massachusetts Institute of Technology (MIT) - Department of Economics and Stanford University - Department of Management Science & Engineering
Downloads 3,249 (8,180)
Citation 10

Abstract:

Loading...

Conditional Quantiles, Quantile Regression, Extreme Quantiles, Extreme Value Theory, Extreme Risk