Multi-market portfolio optimization with ...
Document type :
Article dans une revue scientifique
Title :
Multi-market portfolio optimization with conditional value at risk
Author(s) :
Nasini, Stefano [Auteur]
Labbé, Martine [Auteur]
Integrated Optimization with Complex Structure [INOCS]
Brotcorne, Luce [Auteur]
Integrated Optimization with Complex Structure [INOCS]
Labbé, Martine [Auteur]
Integrated Optimization with Complex Structure [INOCS]
Brotcorne, Luce [Auteur]
Integrated Optimization with Complex Structure [INOCS]
Journal title :
European Journal of Operational Research
Publisher :
Elsevier
Publication date :
2021-10
ISSN :
0377-2217
HAL domain(s) :
Informatique [cs]/Recherche opérationnelle [cs.RO]
Language :
Anglais
Peer reviewed article :
Oui
Audience :
Internationale
Popular science :
Non
Collections :
Source :