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Search for publications relevant for "mean-CVaR model"
mean-CVaR model
Publication
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Person
Publication
Programmes
publication
Local Stability and Differentiability of the Mean-Conditional Value at Risk Model Defined on the Mixed-Integer Loss Functions
2010 |
Faculty of Mathematics and Physics
publication
Out-of-sample optimal risk parameter in mean- CVaR models
2015 |
Faculty of Mathematics and Physics
publication
Multi-Stage Stochastic Programming with CVaR: Modeling, Algorithms and Robustness
Publication without faculty affiliation
publication
Out-of-sample SSD efficiency of mean-CVaR efficient portfolios
2015 |
Faculty of Mathematics and Physics