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  • Search: subject:"CVaR-like approximation"
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CVaR-like approximation 1 Estimation theory 1 Monte Carlo 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Risikomanagement 1 Risikomaß 1 Risk management 1 Risk measure 1 Schätztheorie 1 conditional value-at-risk 1 value-at-risk 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Hong, L. Jeff 1 Hu, Zhaolin 1 Zhang, Liwei 1
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INFORMS journal on computing : JOC 1
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ECONIS (ZBW) 1
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Conditional value-at-risk approximation to value-at-risk constrained programs : a remedy via Monte Carlo
Hong, L. Jeff; Hu, Zhaolin; Zhang, Liwei - In: INFORMS journal on computing : JOC 26 (2014) 2, pp. 385-400
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