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  • Search: subject:"linear and nonlinear dependence"
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Subject
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L1 norm 2 Static stochastic optimization problems 2 Wasserstein metric 2 empirical distribution function 2 linear and nonlinear dependence 2 risk measures 2 thin and heavy tails 2 Estimation theory 1 Mathematical programming 1 Mathematische Optimierung 1 Measurement 1 Messung 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikomaß 1 Risk 1 Risk measure 1 Schätztheorie 1 Statistical distribution 1 Statistische Verteilung 1 Stochastic process 1 Stochastischer Prozess 1
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Free 1
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Kaňková, Vlasta 2
Published in...
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Czech Economic Review 1 Czech economic review : acta Universitatis Carolinae oeconomica 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Risk Measures in Optimization Problems via Empirical Estimates
Kaňková, Vlasta - In: Czech Economic Review 7 (2013) 3, pp. 162-177
Economic and financial activities are often influenced simultaneously by a decision parameter and a random factor. Since mostly it is necessary to determine the decision parameter without knowledge of the realization of the random element, deterministic optimization problems depending on a...
Persistent link: https://www.econbiz.de/10010712646
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Cover Image
Risk measures in optimization problems via empirical estimates
Kaňková, Vlasta - In: Czech economic review : acta Universitatis Carolinae … 7 (2013) 3, pp. 162-177
Persistent link: https://www.econbiz.de/10010341116
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