A multi-periods multiobjective conditional value-at-risk model (Q2885636)

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scientific article; zbMATH DE number 6040550
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A multi-periods multiobjective conditional value-at-risk model
scientific article; zbMATH DE number 6040550

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    1 June 2012
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    conditional value-at-risk
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    multi-periods risk decision making
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    multiobjective CVaR model
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    loss function
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    A multi-periods multiobjective conditional value-at-risk model (English)
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