The optimal statistical median of a convex set of arrays (Q2271158): Difference between revisions

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+Coherent Measures of Risk
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+Normal rank
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+The optimal portfolio problem with coherent risk measure constraints.
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+A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem
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+Robust Statistics
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+Vertex packings: Structural properties and algorithms
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+Optimization, approximation, and complexity classes
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+Q5600636
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+A Minimax Portfolio Selection Rule with Linear Programming Solution
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