A bond portfolio optimization model based on CVaR and the numerical methods (Q2927310)
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scientific article; zbMATH DE number 6365277
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bond portfolio optimization model based on CVaR and the numerical methods |
scientific article; zbMATH DE number 6365277 |
Statements
3 November 2014
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CVaR
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bond portfolio
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smoothing method
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stochastic optimization
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A bond portfolio optimization model based on CVaR and the numerical methods (English)
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