Pages that link to "Item:Q3426227"
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The following pages link to Non-smooth optimization methods for computation of the Conditional Value-at-risk and portfolio optimization (Q3426227):
Displaying 6 items.
- A smoothing method for solving portfolio optimization with CVaR and applications in allocation of generation asset (Q979251) (← links)
- Portfolio optimization with entropic value-at-risk (Q2001477) (← links)
- Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
- Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs (Q2355203) (← links)
- A differential inclusion-based approach for solving nonsmooth convex optimization problems (Q2868929) (← links)
- Duality for fractional interval-valued optimization problem via convexificator (Q6105961) (← links)
