Polymatroids and mean-risk minimization in discrete optimization
نویسندگان
چکیده
منابع مشابه
Polymatroids and Mean - Risk Minimization in Discrete Optimization Alper
In financial markets high levels of risk are associated with large returns as well as large losses, whereas with lower levels of risk, the potential for either return or loss is small. Therefore, risk management is fundamentally concerned with finding an optimal tradeoff between risk and return matching an investor’s risk tolerance. Managing risk is studied mostly in a financial context; nevert...
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ژورنال
عنوان ژورنال: Operations Research Letters
سال: 2008
ISSN: 0167-6377
DOI: 10.1016/j.orl.2008.04.006