On Polyhedral Coherent Risk Measures and Portfolio Optimization Problems / Kyryliuk, V. S. (2022)
Ukrainian

English  Cybernetics and Computer Technologies   /     Issue (2022, 3)

Kyryliuk V. S.
On Polyhedral Coherent Risk Measures and Portfolio Optimization Problems


Cite:
Kyryliuk, V. S. (2022). On Polyhedral Coherent Risk Measures and Portfolio Optimization Problems. Cybernetics and Computer Technologies, 3, 46-55. http://jnas.nbuv.gov.ua/article/UJRN-0001375547 [In Ukrainian].

 

Institute of Information Technologies of VNLU


+38 (044) 525-36-24
Ukraine, 03039, Kyiv, Holosiivskyi Ave, 3, room 209