A multi-periods multiobjective conditional value-at-risk model

MaRDI QIDQ2885636zbMATH OpenFDO

Authors Min Jiang, Zhiqing Meng

Publication date 1 June 2012

Published in Journal of Systems Science and Mathematical Sciences (Search for Journal in Brave)

zbMATH Keywords

conditional value-at-riskloss functionmulti-periods risk decision makingmultiobjective CVaR model

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50)

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