TailRiskScenGen.jl

swMATH36147MaRDI QIDQ51849FDOQ51849

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Official website: https://github.com/STOR-i/TailRiskScenGen.jl

Source code repository: https://github.com/STOR-i/TailRiskScenGen.jl

Cited In (2)

• Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure
• Scenario Generation for Single-Period Portfolio Selection Problems with Tail Risk Measures: Coping with High Dimensions and Integer Variables

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