The optimal statistical median of a convex set of arrays (Q2271158): Difference between revisions

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-.1007/s10898-008-9308-8
@@ Property / DOI: 10.1007/s10898-008-9308-8 / rank @@
-Normal rank
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
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+The optimal portfolio problem with coherent risk measure constraints.
+Normal rank
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+A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem
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+Robust Statistics
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+Normal rank
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+Vertex packings: Structural properties and algorithms
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+Optimization, approximation, and complexity classes
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+Q5600636
@@ Property / cites work: Q5600636 / rank @@
+Normal rank
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+A Minimax Portfolio Selection Rule with Linear Programming Solution
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@@ Property / DOI @@
+.1007/S10898-008-9308-8
@@ Property / DOI: 10.1007/S10898-008-9308-8 / rank @@
+Normal rank