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Is every radiant function the sum of quasiconvex functions?
Zaffaroni, Alberto - In: Mathematical methods of operations research 59 (2004) 2, pp. 221-234
Persistent link: https://www.econbiz.de/10006610186
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Robust optimization of conditional value at risk and portfolio selection
Quaranta, Anna Grazia; Zaffaroni, Alberto - In: Journal of banking & finance 32 (2008) 10, pp. 2046-2056
Persistent link: https://www.econbiz.de/10008099634
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Robust optimization of conditional value at risk and portfolio selection
Quaranta, Anna Grazia; Zaffaroni, Alberto - In: Journal of banking & finance 32 (2008) 10, pp. 2046-2057
Persistent link: https://www.econbiz.de/10008897708