Scenario Generation for Single-Period Portfolio Selection Problems with Tail Risk Measures: Coping with High Dimensions and Integer Variables (Q5136075): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 14:29, 8 February 2024
scientific article; zbMATH DE number 7277776
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scenario Generation for Single-Period Portfolio Selection Problems with Tail Risk Measures: Coping with High Dimensions and Integer Variables |
scientific article; zbMATH DE number 7277776 |
Statements
Scenario Generation for Single-Period Portfolio Selection Problems with Tail Risk Measures: Coping with High Dimensions and Integer Variables (English)
0 references
25 November 2020
0 references
stochastic programming
0 references
scenario generation
0 references
portfolio selection
0 references
risk measures
0 references
