Computational Science - ICCS 2004

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DOI10.1007/B98005zbMath1102.91336OpenAlexW1792251604WikidataQ123847152 ScholiaQ123847152MaRDI QIDQ5712735

Min Jiang, Zhiqing Meng, Qiying Hu

Publication date: 23 December 2005

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/b98005

zbMATH Keywords

Pareto efficient solutions Credit risk Loss functions \(\alpha\)-CVaR

Mathematics Subject Classification ID

Related Items (1)

Dynamic CVAR with multi-period risk problems

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