Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance

Location
Deutsche Nationalbibliothek Frankfurt am Main
Extent
1 Online-Ressource.
Language
Englisch

Bibliographic citation
Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance ; day:5 ; month:1 ; year:2024 ; pages:1-26
Review of managerial science ; (5.1.2024), 1-26

Classification
Wirtschaft

Creator
Lotfi, Somayyeh
Zenios, Stauros Andrea
Contributor
SpringerLink (Online service)

DOI
10.1007/s11846-023-00715-z
URN
urn:nbn:de:101:1-2024031821273171815293
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
14.08.2025, 11:00 AM CEST

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