Algorithms for optimization of value-at-risk
Nicklas Larsen; Helmut Mausser; Stanislav Uryasev
| Year of publication: |
2002
|
|---|---|
| Authors: | Larsen, Nicklas ; Mausser, Helmut ; Uryasev, Stanislav |
| Published in: |
Financial engineering, E-commerce and supply chain. - Dordrecht [u.a.] : Kluwer Acad. Publ., ISBN 1-4020-0640-3. - 2002, p. 19-46
|
| Subject: | Mathematische Optimierung | Mathematical programming | Heuristik | Heuristics | Theorie | Theory | Risikomaß | Risk measure |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001746916