Robust scenario-based value-at-risk optimization (Q286009): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/S10479-015-1822-8 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S10479-015-1822-8 / rank | |||
Normal rank | |||
Latest revision as of 00:22, 28 December 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
0 references
0 references
