Robust scenario-based value-at-risk optimization (Q286009)
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scientific article; zbMATH DE number 6582847
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust scenario-based value-at-risk optimization |
scientific article; zbMATH DE number 6582847 |
Statements
Robust scenario-based value-at-risk optimization (English)
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19 May 2016
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risk management
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value-at-risk
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optimization
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algorithms
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robustness
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0.826570987701416
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0.8062881231307983
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0.7990552186965942
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0.7827133536338806
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