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scientific article; zbMATH DE number 7295427

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Publication:3385928
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zbMATH Open1463.90234MaRDI QIDQ3385928FDOQ3385928


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Publication date: 14 January 2021



Title of this publication is not available (Why is that?)



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zbMATH Keywords

dual spaceproximal bundle methodnon-smooth optimizationCVaR model


Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Portfolio theory (91G10)







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