brenda-castillobrais/Rockafellar_and_Uryasev_2000

An application of the paper "Rockafellar, R. and S. Uryasev. “Optimization of conditional value-at risk.” Journal of Risk 3 (2000): 21-41."

语言：R · GitHub 星标：4 · Fork：1

话题：efficient-frontier · linear-programming · non-linear-programming · portfolio-optimization

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