Computing near-optimal value-at-risk portfolios using integer programming techniques (Q1754091): Difference between revisions
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Revision as of 20:14, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing near-optimal value-at-risk portfolios using integer programming techniques |
scientific article |
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Computing near-optimal value-at-risk portfolios using integer programming techniques (English)
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30 May 2018
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risk analysis
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value-at-risk
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portfolio allocation
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integer programming relaxations
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