CVaR proxies for minimizing scenario-based value-at-risk (Q2438424)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CVaR proxies for minimizing scenario-based value-at-risk |
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CVaR proxies for minimizing scenario-based value-at-risk (English)
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11 March 2014
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value-at-risk
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conditional value-at-risk
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optimization
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regularization
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