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Non-smooth optimization methods for computation of the conditional value-at-risk and portfolio optimization

journal contribution
posted on 2006-10-01, 00:00 authored by Gleb BeliakovGleb Beliakov, A Bagirov
Non-smooth optimization methods for computation of the conditional value-at-risk and portfolio optimization

History

Journal

Optimization

Volume

55

Pagination

459-479

Location

London, England

ISSN

0233-1934

eISSN

1029-4945

Language

eng

Notes

This is an electronic version of an article published in Optimization, Volume 55, Issue 5 & 6 2006 , pages 459 - 479 Optimization is available online at: http://www.informaworld.com/openurl?genre=article&issn=1029-4945&volume=55&issue=5&6&spage=459

Publication classification

C1.1 Refereed article in a scholarly journal

Copyright notice

2006, Taylor & Francis

Issue

5&6

Publisher

Taylor & Francis

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    Categories

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    Keywords

    mathematics subject classifications 200090C0590C3090C5691B28010303 Optimisation

    Licence

    All Rights Reserved

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