Implementing the rearrangement algorithm : an example from computational risk management
Year of publication: |
2020
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Authors: | Hofert, Marius |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 8.2020, 2/47, p. 1-28
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Subject: | computational risk management | rearrangement algorithm | implementation | R | bootstrap | worst value-at-risk allocation | Risikomanagement | Risk management | Theorie | Theory | Risikomaß | Risk measure | Algorithmus | Algorithm | Mathematische Optimierung | Mathematical programming | Computerunterstützung | Computerized method |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks8020047 [DOI] hdl:10419/258001 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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