Pages that link to "Item:Q989841"
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The following pages link to Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization (Q989841):
Displayed 5 items.
- On solving the dual for portfolio selection by optimizing conditional value at risk (Q409275) (← links)
- Processing second-order stochastic dominance models using cutting-plane representations (Q647395) (← links)
- On efficient WOWA optimization for decision support under risk (Q962908) (← links)
- A smoothing method for solving portfolio optimization with CVaR and applications in allocation of generation asset (Q979251) (← links)
- ON DUAL APPROACHES TO EFFICIENT OPTIMIZATION OF LP COMPUTABLE RISK MEASURES FOR PORTFOLIO SELECTION (Q3083548) (← links)