✦ LIBER ✦

Optimization of expected shortfall on convex sets

✍ Scribed by Kountzakis, Christos E.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Global optimization on convex sets

✍ J. Pintér 📂 Article 📅 1986 🏛 Springer 🌐 German ⚖ 434 KB

Optimization on directionally convex set

✍ Vladimir Naidenko 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 150 KB

On the coherence of expected shortfall

✍ Carlo Acerbi; Dirk Tasche 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 162 KB

Integer Optimization on Convex Semialgeb

✍ L. Khachiyan; L. Porkolab 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 115 KB

On distributions of random closed sets a

✍ Ilya S. Molchanov 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 360 KB

Optimization of convex functions on w*-c

✍ R. A. Poliquin; V. E. Zizler 📂 Article 📅 1990 🏛 Springer 🌐 English ⚖ 654 KB