On Polyhedral Coherent Risk Measures and Portfolio Optimization Problems

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Bibliographic Details
Date:2022
Main Author: V. S. Kyryliuk
Format: Article
Language:English
Published: 2022
Series:Cybernetics and Computer Technologies
Online Access:http://jnas.nbuv.gov.ua/article/UJRN-0001375547
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Journal Title:Library portal of National Academy of Sciences of Ukraine | LibNAS

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Library portal of National Academy of Sciences of Ukraine | LibNAS
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author V. S. Kyryliuk
author_facet V. S. Kyryliuk
author_sort V. S. Kyryliuk
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first_indexed 2025-07-17T10:40:29Z
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institution Library portal of National Academy of Sciences of Ukraine | LibNAS
language English
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publishDate 2022
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series Cybernetics and Computer Technologies
spelling 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
spellingShingle Cybernetics and Computer Technologies
V. S. Kyryliuk
On Polyhedral Coherent Risk Measures and Portfolio Optimization Problems
title 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_short On Polyhedral Coherent Risk Measures and Portfolio Optimization Problems
title_sort on polyhedral coherent risk measures and portfolio optimization problems
url http://jnas.nbuv.gov.ua/article/UJRN-0001375547
work_keys_str_mv AT vskyryliuk onpolyhedralcoherentriskmeasuresandportfoliooptimizationproblems