@misc{Czernik_Tadeusz_Warunkowa_2006,
 author={Czernik, Tadeusz and Iskra, Daniel},
 year={2006},
 rights={Wszystkie prawa zastrzeżone (Copyright)},
 description={Prace Naukowe Akademii Ekonomicznej we Wrocławiu; 2006; nr 1133, s. 69-83},
 publisher={Wydawnictwo Akademii Ekonomicznej im. Oskara Langego we Wrocławiu},
 language={pol},
 abstract={Conditional Maximal Loss (CML) has been proposed as a risk measure. It has been shown that CML has the ability to portfolio optimization. For a geometric brownian motion environment, analytical results was derived. A comparison to Conditional Value at Risk has been presented.},
 title={Warunkowa maksymalna strata jako miara ryzyka},
 type={artykuł},
}