Risk optimization with p-order constraints : a linear programming approach
Year of publication: |
2010
|
---|---|
Authors: | Krokhmal, Pavlo A. ; Soberanis, Policarpio |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 201.2010, 3 (16.3.), p. 653-671
|
Subject: | Theorie | Theory | Risikomanagement | Risk management | Mathematische Optimierung | Mathematical programming |
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