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Sparse robust portfolio optimization via NLP regularizations
SYS 0468834 LBL 01000a^^22220027750^450 005 20240103213339.0 017 $2 DOI 100 $a 20170111d m y slo 03 ba 101 $a eng $d eng 102 $a CZ 200 1-
$a Sparse robust portfolio optimization via NLP regularizations 210 $a Praha $c ÚTIA AV ČR v. v. i. $d 2016 215 $a 19 s. $c P 225 $a Research Report $v 2358 610 $a Conditional Value-at-Risk 610 $a Value-at-Risk 610 $a risk measure 700 -1
$3 cav_un_auth*0280972 $a Branda $b Martin $i Ekonometrie $j Department of Econometrics $k E $l E $p UTIA-B $w Department of Decision Making Theory $y CZ $T Ústav teorie informace a automatizace AV ČR, v. v. i. 701 -1
$3 cav_un_auth*0220207 $a Červinka $b Michal $i Matematická teorie rozhodování $j Department of Decision Making Theory $k MTR $l MTR $p UTIA-B $w Department of Decision Making Theory $T Ústav teorie informace a automatizace AV ČR, v. v. i. 701 -1
$3 cav_un_auth*0332700 $a Schwartz $b A. $y DE 856 $u http://library.utia.cas.cz/separaty/2016/E/branda-0468834.pdf
Počet záznamů: 1