Stochastic optimization for allocation problems with shortfall risk constraints (Q5430355): Difference between revisions
From MaRDI portal
Created a new Item |
Normalize DOI. |
||
| (4 intermediate revisions by 4 users not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1002/asmb.671 / rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1002/asmb.671 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2094301787 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4720653 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4267796 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3730807 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1002/ASMB.671 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 17:59, 30 December 2024
scientific article; zbMATH DE number 5220048
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimization for allocation problems with shortfall risk constraints |
scientific article; zbMATH DE number 5220048 |
Statements
Stochastic optimization for allocation problems with shortfall risk constraints (English)
0 references
16 December 2007
0 references
risk misspecification errors
0 references
portfolio optimization
0 references
stochastic optimization
0 references
shortfall constraint
0 references
value at risk
0 references
