Pages that link to "Item:Q2487628"
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The following pages link to Comparison of VaR and CVaR criteria (Q2487628):
Displaying 4 items.
- Algorithm to solve the generalized Markowitz problem (Q544777) (← links)
- Stochastic quasigradient algorithm to minimize the function of integral quantile (Q2261707) (← links)
- Equivalence of the problems with quantile and integral quantile criteria (Q2392438) (← links)
- A two-step capital variation model: optimization by different statistical criteria (Q2577225) (← links)