CVaR distance between univariate probability distributions and approximation problems
type: Item
instance of: scholarly article
title: CVaR distance between univariate probability distributions and approximation problems
zbMATH Open document ID: 1391.62025
author: Konstantin Pavlikov
author: Stan Uryasev
published in: Annals of Operations Research
publication date: 2018-06-13T00:00:00Z
Mathematics Subject Classification ID: 62E17
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6888126
zbMATH Keywords: scenario reduction
zbMATH Keywords: distance minimization
zbMATH Keywords: conditional value-at-risk
zbMATH Keywords: CVaR norm
describes a project that uses: XPRESS
describes a project that uses: Portfolio Safeguard
MaRDI profile type: Publication
full work available at URL: s10479-017-2732-8
OpenAlex ID: W2782983924
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DOI: 10.1007/S10479-017-2732-8
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description: scientific article; zbMATH DE number 6888126