Pages that link to "Item:Q1026966"

The following pages link to Optimality conditions for portfolio optimization problems with convex deviation measures as objective functions (Q1026966):

Displaying 3 items.

• Dual representations for convex risk measures via conjugate duality (Q963653) (← links)
• Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures (Q1935901) (← links)
• A Lagrange duality approach for multi-composed optimization problems (Q2408520) (← links)