Conditional value at risk and related linear programming models for portfolio optimization
| Year of publication: |
2007
|
|---|---|
| Authors: | Mansini, Renata ; Ogryczak, Włodzimierz ; Speranza, M.Grazia |
| Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 152.2007, p. 227-256
|