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  • Search: subject:"Generalized Order-Value Optimization"
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Subject
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Augmented Lagrangian 1 Conditional Value-at-Risk 1 Constrained optimization 1 Generalized Order-Value Optimization 1 Mathematical programming 1 Mathematische Optimierung 1 Portfolio selection 1 Portfolio-Management 1 Portfolios 1 Risikomaß 1 Risk measure 1 Theorie 1 Theory 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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Birgin, Ernesto Julian Goldberg 1 Martínez Carrión, José-Miguel 1
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EURO journal on computational optimization 1
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ECONIS (ZBW) 1
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On the application of an Augmented Lagrangian algorithm to some portfolio problems
Birgin, Ernesto Julian Goldberg; Martínez Carrión, … - In: EURO journal on computational optimization 4 (2016) 1, pp. 79-92
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011492600
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