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  • Search: subject:"scenario reduction method"
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Subject
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Mathematical programming 1 Mathematische Optimierung 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikomaß 1 Risk 1 Risk measure 1 Scenario analysis 1 Szenariotechnik 1 Theorie 1 Theory 1 higher moment coherent risk measures 1 ineffective scenarios 1 portfolio optimization problem 1 scenario reduction method 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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He, Xiaolei 1 Zhang, Weiguo 1
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 1
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ECONIS (ZBW) 1
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An efficient scenario reduction method for problems with higher moment coherent risk measures
He, Xiaolei; Zhang, Weiguo - In: INFORMS journal on computing : JOC ; charting new … 37 (2025) 3, pp. 743-760
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