Mathematical and Statistical Methods for Actuarial Sciences and Finance
Springer Milan
Chapter title |
On efficient optimisation of the CVaR and related LP computable risk measures for portfolio selection
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Chapter number | 25 |
Book title |
Mathematical and Statistical Methods for Actuarial Sciences and Finance
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Published by |
Springer, Milano, January 2010
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DOI | 10.1007/978-88-470-1481-7_25 |
Book ISBNs |
978-8-84-701480-0, 978-8-84-701481-7
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Authors |
Włodzimierz Ogryczak, Tomasz Śliwiński, Ogryczak, Włodzimierz, Śliwiński, Tomasz |
Country | Count | As % |
---|---|---|
Unknown | 6 | 100% |
Readers by professional status | Count | As % |
---|---|---|
Researcher | 2 | 33% |
Professor | 1 | 17% |
Student > Ph. D. Student | 1 | 17% |
Student > Master | 1 | 17% |
Unknown | 1 | 17% |
Readers by discipline | Count | As % |
---|---|---|
Economics, Econometrics and Finance | 2 | 33% |
Mathematics | 1 | 17% |
Computer Science | 1 | 17% |
Decision Sciences | 1 | 17% |
Unknown | 1 | 17% |