Risk measurement with maximum loss (Q1806286)
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scientific article; zbMATH DE number 1356507
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Risk measurement with maximum loss |
scientific article; zbMATH DE number 1356507 |
Statements
Risk measurement with maximum loss (English)
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1 November 1999
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global optimization
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quadratic programming
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nonlinear programming
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polynomial-approximation algorithm
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risk measurement
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Levenberg-Marquardt theorem
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nonquadratic portfolios
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0.7859296202659607
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0.7229505777359009
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