Robust scenario-based value-at-risk optimization (Q286009): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G60 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G70 / rank | |||
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| Property / zbMATH DE Number: 6582847 / rank | |||
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risk management | |||
| Property / zbMATH Keywords: risk management / rank | |||
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value-at-risk | |||
| Property / zbMATH Keywords: value-at-risk / rank | |||
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optimization | |||
| Property / zbMATH Keywords: optimization / rank | |||
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algorithms | |||
| Property / zbMATH Keywords: algorithms / rank | |||
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robustness | |||
| Property / zbMATH Keywords: robustness / rank | |||
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Revision as of 18:39, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust scenario-based value-at-risk optimization |
scientific article |
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Robust scenario-based value-at-risk optimization (English)
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19 May 2016
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risk management
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value-at-risk
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optimization
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algorithms
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robustness
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