Pages that link to "Item:Q3426227"
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The following pages link to Non-smooth optimization methods for computation of the Conditional Value-at-risk and portfolio optimization (Q3426227):
Displayed 3 items.
- A smoothing method for solving portfolio optimization with CVaR and applications in allocation of generation asset (Q979251) (← links)
- Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs (Q2355203) (← links)
- A differential inclusion-based approach for solving nonsmooth convex optimization problems (Q2868929) (← links)