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Inverse Optimization of Convex Risk Functions:
Li, Jonathan Yu-Meng
http://arxiv.org/abs/1607.07099. , 2016
Link:
http://arxiv.org/abs/1607.07099
RT Journal T1
Inverse Optimization of Convex Risk Functions
UL https://suche.suub.uni-bremen.de/peid=base-ftarxivpreprints:oai:arXiv.org:1607.07099&Exemplar=1&LAN=DE A1 Li, Jonathan Yu-Meng YR 2016 K1 Mathematics - Optimization and Control K1 Quantitative Finance - Computational Finance K1 Quantitative Finance - Mathematical Finance K1 Quantitative Finance - Risk Management JF http://arxiv.org/abs/1607.07099 LK http://arxiv.org/abs/1607.07099 DO http://arxiv.org/abs/1607.07099 SF ELIB - SuUB Bremen
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