CVaR proxies for minimizing scenario-based value-at-risk (Q2438424): Difference between revisions
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Revision as of 00:47, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CVaR proxies for minimizing scenario-based value-at-risk |
scientific article |
Statements
CVaR proxies for minimizing scenario-based value-at-risk (English)
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11 March 2014
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value-at-risk
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conditional value-at-risk
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optimization
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regularization
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