"Accelerated portfolio optimization with conditional value-at-risk ..."

Georg Hofmann (2015)

> Home

Details and statistics

DOI: —

access: closed

type: Conference or Workshop Paper

metadata version: 2016-01-26

- view
  - electronic edition @ acm.org
- export record
  dblp key:
  - conf/springsim/Hofmann15
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/springsim/Hofmann15
Georg Hofmann:
Accelerated portfolio optimization with conditional value-at-risk constraints using a cutting-plane method. SpringSim (ANSS) 2015: 188-193

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.