Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization (Q989841): Difference between revisions
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Revision as of 16:45, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization |
scientific article |
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Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization (English)
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23 August 2010
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portfolio optimization
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CVaR
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nondifferentiable optimization
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