Non-smooth optimization methods for computation of the Conditional Value-at-risk and portfolio optimization (Q3426227)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-smooth optimization methods for computation of the Conditional Value-at-risk and portfolio optimization |
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Non-smooth optimization methods for computation of the Conditional Value-at-risk and portfolio optimization (English)
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8 March 2007
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non-smooth optimization
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conditional value-at-risk
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expected shortfall
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portfolio optimization
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numerical optimization
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