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- 1.0468834 - ÚTIA 2017 CZ eng V - Research Report
Branda, Martin - Červinka, Michal - Schwartz, A.
Sparse robust portfolio optimization via NLP regularizations.
Praha: ÚTIA AV ČR v. v. i., 2016. 19 s. Research Report, 2358.
R&D Projects: GA ČR GA15-00735S
Grant - others:GA ČR(CZ) GA13-01930S
Institutional support: RVO:67985556
Keywords : Conditional Value-at-Risk * Value-at-Risk * risk measure
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2016/E/branda-0468834.pdf
Permanent Link: http://hdl.handle.net/11104/0266849File Download Size Commentary Version Access 0468834.pdf 5 186.3 KB Other open-access - 2.0467756 - ÚI 2017 CZ eng V - Research Report
Kalina, Jan - Peštová, Barbora
On Exact Heteroscedasticity Testing for Robust Regression.
Prague: ICS CAS, 2016. 10 s. Technical Report, V-1242.
Grant - others:GA ČR(CZ) GA13-01930S
Institutional support: RVO:67985807
Keywords : robust estimation * outliers * variance * diagnostic tools * heteroscedasticity
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0265795File Download Size Commentary Version Access v1242-16.pdf 8 611 KB Other open-access