On relation between expected regret and conditional value-at-risk (Q3374071)
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scientific article; zbMATH DE number 5010402
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| English | On relation between expected regret and conditional value-at-risk |
scientific article; zbMATH DE number 5010402 |
Statements
9 March 2006
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portfolio optimization
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linear programming
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0.7915908694267273
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0.7637965083122253
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0.7630996108055115
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0.7619411945343018
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0.7584172487258911
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