Robust scenario-based value-at-risk optimization (Q286009): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10479-015-1822-8 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2273410570 / rank | |||
Normal rank |
Revision as of 19:24, 19 March 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