On Polyhedral Coherent Risk Measures and Portfolio Optimization Problems
Збережено в:
Дата: | 2022 |
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Автор: | |
Формат: | Стаття |
Мова: | English |
Опубліковано: |
2022
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Назва видання: | Cybernetics and Computer Technologies |
Онлайн доступ: | http://jnas.nbuv.gov.ua/article/UJRN-0001375547 |
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Назва журналу: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
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open-sciencenbuvgovua-23072023-09-12T18:00:57Z On Polyhedral Coherent Risk Measures and Portfolio Optimization Problems V. S. Kyryliuk 2707-4501 2022 en Cybernetics and Computer Technologies http://jnas.nbuv.gov.ua/article/UJRN-0001375547 Article |
institution |
Library portal of National Academy of Sciences of Ukraine | LibNAS |
collection |
Open-Science |
language |
English |
series |
Cybernetics and Computer Technologies |
spellingShingle |
Cybernetics and Computer Technologies V. S. Kyryliuk On Polyhedral Coherent Risk Measures and Portfolio Optimization Problems |
format |
Article |
author |
V. S. Kyryliuk |
author_facet |
V. S. Kyryliuk |
author_sort |
V. S. Kyryliuk |
title |
On Polyhedral Coherent Risk Measures and Portfolio Optimization Problems |
title_short |
On Polyhedral Coherent Risk Measures and Portfolio Optimization Problems |
title_full |
On Polyhedral Coherent Risk Measures and Portfolio Optimization Problems |
title_fullStr |
On Polyhedral Coherent Risk Measures and Portfolio Optimization Problems |
title_full_unstemmed |
On Polyhedral Coherent Risk Measures and Portfolio Optimization Problems |
title_sort |
on polyhedral coherent risk measures and portfolio optimization problems |
publishDate |
2022 |
url |
http://jnas.nbuv.gov.ua/article/UJRN-0001375547 |
work_keys_str_mv |
AT vskyryliuk onpolyhedralcoherentriskmeasuresandportfoliooptimizationproblems |
first_indexed |
2023-06-08T19:27:55Z |
last_indexed |
2023-09-24T18:02:02Z |
_version_ |
1796877507396370432 |