CVaR proxies for minimizing scenario-based value-at-risk (Q2438424)
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scientific article; zbMATH DE number 6268034
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| default for all languages | No label defined |
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| English | CVaR proxies for minimizing scenario-based value-at-risk |
scientific article; zbMATH DE number 6268034 |
Statements
CVaR proxies for minimizing scenario-based value-at-risk (English)
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11 March 2014
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value-at-risk
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conditional value-at-risk
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optimization
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regularization
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0.8285111784934998
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0.8280237317085266
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0.8274657130241394
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0.826570987701416
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