"The Regularization Aspect of Optimal-Robust Conditional Value-at-Risk ..."

Apostolos Fertis, Michel Baes, Hans-Jakob Lüthi (2011)

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DOI: 10.1007/978-3-642-29210-1_28

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Apostolos Fertis, Michel Baes, Hans-Jakob Lüthi:
The Regularization Aspect of Optimal-Robust Conditional Value-at-Risk Portfolios. OR 2011: 173-178

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