Documents Optimization Conditional VAR

Introduction Description of the approach An application to portfolio optimization Remarks Optimization of conditional Value-at-Risk Petr Zahradn´ık Matematicko- fyzika´ln´ı…

Documents Chapter 2 Sample

Confirming Pages 17 Linear Programming: Basic Concepts Learning objectives After completing this chapter, you should be able to 1. Explain what linear programming is. 2.…

Documents Chapter 2 Sample

Confirming Pages 17 Linear Programming: Basic Concepts Learning objectives After completing this chapter, you should be able to 1. Explain what linear programming is. 2.…