A smoothing method for solving portfolio optimization with CVaR and applications in allocation of generation asset (Q979251)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A smoothing method for solving portfolio optimization with CVaR and applications in allocation of generation asset |
scientific article |
Statements
A smoothing method for solving portfolio optimization with CVaR and applications in allocation of generation asset (English)
0 references
25 June 2010
0 references
portfolio optimization
0 references
conditional value-at-risk (CVaR)
0 references
smoothing method
0 references
allocation of generation asset
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
