"A smoothing method for solving portfolio optimization with CVaR and ..."

Xiaojiao Tong et al. (2010)

> Home

Details and statistics

DOI: 10.1016/J.AMC.2009.12.031

access: closed

type: Journal Article

metadata version: 2020-02-21

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/amc/TongQWZ10
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/amc/TongQWZ10
Xiaojiao Tong, Liqun Qi, Felix F. Wu, Hui Zhou:
A smoothing method for solving portfolio optimization with CVaR and applications in allocation of generation asset. Appl. Math. Comput. 216(6): 1723-1740 (2010)

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.