Restricted risk measures and robust optimization
Guido Lagos; Daniel Espinoza; Eduardo Moreno; Juan Pablo Vielma
| Year of publication: |
2015
|
|---|---|
| Authors: | Lagos, Guido ; Espinoza, Daniel ; Moreno, Eduardo ; Vielma, Juan Pablo |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 241.2015, 3 (16.3.), p. 771-782
|
| Subject: | Risk management | Stochastic programming | Uncertainty modeling | Risikomanagement | Risiko | Risk | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Robustes Verfahren | Robust statistics | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Extent: | graph. Darst. |
|---|---|
| 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://www.econbiz.de/10010487547