A method on solving multiobjective conditional value-at-risk

DOI10.1007/978-3-540-25944-2_119MaRDI QIDQ5712735zbMATH OpenOpenAlexFDO

Authors Min Jiang, Qiying Hu, Zhiqing Meng

Publication date 23 December 2005

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/b98005

zbMATH Keywords

\(\alpha\)-CVaRCredit riskLoss functionsPareto efficient solutions

Mathematics Subject Classification ID

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