CVaR minimization by the SRA algorithm
Kolos Cs. Ágoston
| Year of publication: |
2012
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|---|---|
| Authors: | Ágoston, Kolos Cs. |
| Published in: |
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies. - Berlin : Springer, ISSN 1435-246X, ZDB-ID 1178875-6. - Vol. 20.2012, 4, p. 623-632
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| Subject: | Algorithmus | Algorithm | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009658535