On Dual Approaches to Efficient Optimization of LP Computable Risk Measures for Portfolio Selection

Włodzimierz Ogryczak , Tomasz Śliwiński

Abstract

n/a
Author Włodzimierz Ogryczak IAiIS
Włodzimierz Ogryczak,,
- The Institute of Control and Computation Engineering
, Tomasz Śliwiński IAiIS
Tomasz Śliwiński,,
- The Institute of Control and Computation Engineering
Journal seriesAsia-Pacific Journal of Operational Research, ISSN 0217-5959
Issue year2011
Vol28
No1
Pages41-63
DOIDOI:10.1142/S0217595911003041
Languageen angielski
Score (nominal)15
Publication indicators WoS Impact Factor: 2011 = 0.25 (2) - 2011=0.427 (5)
Citation count*17 (2018-02-20)
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* presented citation count is obtained through Internet information analysis and it is close to the number calculated by the Publish or Perish system.
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