The Regularization Aspect of Optimal-Robust Conditional Value-at-Risk Portfolios
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Date
2012Type
- Conference Paper
ETH Bibliography
yes
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Publication status
publishedExternal links
Editor
Book title
Operations research proceedings 2011 : selected papers of the International Conference on Operations Research (OR 2011), August 30 - September 2, 2011, Zurich, SwitzerlandPages / Article No.
Publisher
SpringerEvent
Organisational unit
03873 - Weismantel, Robert / Weismantel, Robert
03391 - Lüthi, Hans-Jakob
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ETH Bibliography
yes
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