Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method (Q5136074): Difference between revisions

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Latest revision as of 01:52, 24 July 2024

scientific article; zbMATH DE number 7277775
Language Label Description Also known as
English
Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method
scientific article; zbMATH DE number 7277775

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    Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method (English)
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    25 November 2020
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    portfolio selection
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    nonparametric VaR
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    kernel
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    BCD method
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