Efficient frontier of utility and CVaR
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Publication:836867
DOI10.1007/S00186-008-0234-9zbMath1182.90094OpenAlexW2059526210MaRDI QIDQ836867
Publication date: 9 September 2009
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-008-0234-9
Optimality conditions and duality in mathematical programming (90C46) Dynamic programming in optimal control and differential games (49L20)
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