Minimizing measures of risk by saddle point conditions
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Publication:984899
DOI10.1016/j.cam.2010.04.002zbMath1200.91132OpenAlexW2048658892MaRDI QIDQ984899
Beatriz Balbás, Raquel Balbás, Alejandro Balbas
Publication date: 20 July 2010
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2010.04.002
Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Programming in abstract spaces (90C48) Financial applications of other theories (91G80)
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