Expected shortfall: heuristics and certificates (Q1754277)
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scientific article; zbMATH DE number 6876669
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expected shortfall: heuristics and certificates |
scientific article; zbMATH DE number 6876669 |
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Expected shortfall: heuristics and certificates (English)
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30 May 2018
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stochastic programming
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convex programming
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scenario approach
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expected shortfall
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CVaR
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