scientific article

zbMath1313.91157MaRDI QIDQ2927310

Qiong Xiang, Liu Yang, Feifei Shen

Publication date: 3 November 2014

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic optimizationsmoothing methodCVaRbond portfolio

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Linear programming (90C05) Portfolio theory (91G10)

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