Expected shortfall: heuristics and certificates
type: Item
instance of: scholarly article
title: Expected shortfall: heuristics and certificates
zbMATH Open document ID: 1403.90540
author: Federico Ramponi
author: M. C. Campi
published in: European Journal of Operational Research
publication date: 2018-05-30T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C25
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 90C59
zbMATH DE Number: 6876669
zbMATH Keywords: stochastic programming
zbMATH Keywords: convex programming
zbMATH Keywords: scenario approach
zbMATH Keywords: expected shortfall
zbMATH Keywords: CVaR
describes a project that uses: QRM
MaRDI profile type: Publication
full work available at URL: j.ejor.2017.11.022
OpenAlex ID: W2769555393
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DOI: 10.1016/J.EJOR.2017.11.022
description: scientific article; zbMATH DE number 6876669