Non-smooth optimization methods for computation of the...

Non-smooth optimization methods for computation of the Conditional Value-at-risk and portfolio optimization

Beliakov, Gleb, Bagirov, Adil
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Volume:
55
Language:
english
Journal:
Optimization
DOI:
10.1080/02331930600816353
Date:
October, 2006
File:
PDF, 228 KB
english, 2006
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