Conditional Value-at-Risk Approximation to Value-at-Risk Constrained Programs: A Remedy via Monte Carlo (Q2962566)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional Value-at-Risk Approximation to Value-at-Risk Constrained Programs: A Remedy via Monte Carlo |
scientific article |
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Conditional Value-at-Risk Approximation to Value-at-Risk Constrained Programs: A Remedy via Monte Carlo (English)
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17 February 2017
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value-at-risk
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conditional value-at-risk
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Monte Carlo
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CVaR-like approximation
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