Computational aspects of minimizing conditional value-at-risk (Q926312)
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scientific article; zbMATH DE number 5279077
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational aspects of minimizing conditional value-at-risk |
scientific article; zbMATH DE number 5279077 |
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Computational aspects of minimizing conditional value-at-risk (English)
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27 May 2008
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conditional value-at-risk
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stochastic programming
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mathematical programming algorithms
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stochastic models
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finance
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portfolio optimization
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risk management
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