Pages that link to "Item:Q3083548"
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The following pages link to ON DUAL APPROACHES TO EFFICIENT OPTIMIZATION OF LP COMPUTABLE RISK MEASURES FOR PORTFOLIO SELECTION (Q3083548):
Displayed 3 items.
- On solving the dual for portfolio selection by optimizing conditional value at risk (Q409275) (← links)
- A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs (Q480938) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)