Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"Omega-CVaR portfolio optimization and its worst case analysis."

Amita Sharma, Sebastian Utz, Aparna Mehra (2017)

> Home

Details and statistics

DOI: 10.1007/S00291-016-0462-Y

access: closed

type: Journal Article

metadata version: 2020-03-06

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/ors/SharmaUM17
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ors/SharmaUM17
Amita Sharma, Sebastian Utz, Aparna Mehra:
Omega-CVaR portfolio optimization and its worst case analysis. OR Spectr. 39(2): 505-539 (2017)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.