Pages that link to "Item:Q5430355"
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The following pages link to Stochastic optimization for allocation problems with shortfall risk constraints (Q5430355):
Displaying 3 items.
- Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints (Q6161249) (← links)
- Monte Carlo within simulated annealing for integral constrained optimizations (Q6547045) (← links)
- Robust asset allocation with conditional value at risk using the forward search (Q6576844) (← links)