Robust scenario-based value-at-risk optimization (Q286009): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1268157 |
||
| Property / author | |||
| Property / author: Helmut E. Mausser / rank | |||
Revision as of 00:37, 23 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust scenario-based value-at-risk optimization |
scientific article |
Statements
Robust scenario-based value-at-risk optimization (English)
0 references
19 May 2016
0 references
risk management
0 references
value-at-risk
0 references
optimization
0 references
algorithms
0 references
robustness
0 references
