A multi-periods multiobjective conditional value-at-risk model (Q2885636)
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scientific article; zbMATH DE number 6040550
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|---|---|---|---|
| default for all languages | No label defined |
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| English | A multi-periods multiobjective conditional value-at-risk model |
scientific article; zbMATH DE number 6040550 |
Statements
1 June 2012
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conditional value-at-risk
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multi-periods risk decision making
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multiobjective CVaR model
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loss function
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A multi-periods multiobjective conditional value-at-risk model (English)
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0.853817343711853
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0.8102559447288513
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0.8057427406311035
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