Robust scenario-based value-at-risk optimization (Q286009): Difference between revisions

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Latest revision as of 00:14, 12 July 2024

scientific article
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Robust scenario-based value-at-risk optimization
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    Robust scenario-based value-at-risk optimization (English)
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    19 May 2016
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    risk management
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    value-at-risk
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    optimization
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    algorithms
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    robustness
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