Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Multiperiod Mean-CVaR Portfolio Selection - MaRDI portal

Multiperiod Mean-CVaR Portfolio Selection (Q5356993)

From MaRDI portal
scientific article; zbMATH DE number 6774385
Language Label Description Also known as
English
Multiperiod Mean-CVaR Portfolio Selection
scientific article; zbMATH DE number 6774385

    Statements

    title
    Multiperiod Mean-CVaR Portfolio Selection (English)
    0 references
    author
    Xiangyu Cui
    0 references
    Yun Shi
    0 references
    publication date
    12 September 2017
    0 references
    zbMATH Keywords
    mean-CVaR
    0 references
    pre-committed policy
    0 references
    time consistency in efficiency
    0 references
    time consistent policy
    0 references
    linear programming
    0 references
    integer programming
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G10
    0 references
    91G70
    0 references
    90C10
    0 references
    zbMATH DE Number
    6774385
    0 references
    OpenAlex ID
    W2294343279
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5356993&oldid=36344399"
    Powered by MediaWiki