On Polyhedral Coherent Risk Measures and Portfolio Optimization Problems

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Bibliographic Details
Date:2022
Main Author: V. S. Kyryliuk
Format: Article
Language:English
Published: 2022
Series:Cybernetics and Computer Technologies
Online Access:http://jnas.nbuv.gov.ua/article/UJRN-0001375547
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Journal Title:Library portal of National Academy of Sciences of Ukraine | LibNAS

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Library portal of National Academy of Sciences of Ukraine | LibNAS
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spelling open-sciencenbuvgovua-23072023-09-12T18:00:57Z On Polyhedral Coherent Risk Measures and Portfolio Optimization Problems V. S. Kyryliuk 2707-4501 2022 en Cybernetics and Computer Technologies http://jnas.nbuv.gov.ua/article/UJRN-0001375547 Article
institution Library portal of National Academy of Sciences of Ukraine | LibNAS
collection Open-Science
language English
series Cybernetics and Computer Technologies
spellingShingle Cybernetics and Computer Technologies
V. S. Kyryliuk
On Polyhedral Coherent Risk Measures and Portfolio Optimization Problems
format Article
author V. S. Kyryliuk
author_facet V. S. Kyryliuk
author_sort V. S. Kyryliuk
title On Polyhedral Coherent Risk Measures and Portfolio Optimization Problems
title_short On Polyhedral Coherent Risk Measures and Portfolio Optimization Problems
title_full On Polyhedral Coherent Risk Measures and Portfolio Optimization Problems
title_fullStr On Polyhedral Coherent Risk Measures and Portfolio Optimization Problems
title_full_unstemmed On Polyhedral Coherent Risk Measures and Portfolio Optimization Problems
title_sort on polyhedral coherent risk measures and portfolio optimization problems
publishDate 2022
url http://jnas.nbuv.gov.ua/article/UJRN-0001375547
work_keys_str_mv AT vskyryliuk onpolyhedralcoherentriskmeasuresandportfoliooptimizationproblems
first_indexed 2025-07-17T10:40:29Z
last_indexed 2025-07-17T10:40:29Z
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