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"Robust optimization of mixed CVaR STARR ratio using copulas."

Anubha Goel, Amita Sharma, Aparna Mehra (2019)

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DOI: 10.1016/J.CAM.2018.08.001

access: closed

type: Journal Article

metadata version: 2020-02-20

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  dblp key:
  - journals/jcam/GoelSM19
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  - https://dblp.org/rec/journals/jcam/GoelSM19
Anubha Goel, Amita Sharma, Aparna Mehra:
Robust optimization of mixed CVaR STARR ratio using copulas. J. Comput. Appl. Math. 347: 62-83 (2019)

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