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  • Search: subject:"Risk-adverse optimization"
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Year of publication
Subject
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Conditional Value-at-Risk 1 Mathematical programming 1 Mathematische Optimierung 1 Portfolio selection 1 Portfolio-Management 1 Risikomaß 1 Risk measure 1 Risk-adverse optimization 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 derivative-free optimization 1 non convex optimization 1 stochastic approximation 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Audet, Charles 1 Bigeon, Jean 1 Couderc, Romain 1 Kokkolaras, Michael 1
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Les cahiers du GERAD 1
Source
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ECONIS (ZBW) 1
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Risk-adverse optimization by Conditional Value-at-Risk and stochastic approximation
Audet, Charles; Bigeon, Jean; Couderc, Romain; … - 2022
Persistent link: https://www.econbiz.de/10013179421
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