[R-SIG-Finance] Efficient CVaR Scenario Optimization for a Large number of Scenarios

Robert Harlow rharlow86 at gmail.com
Wed Feb 15 22:05:04 CET 2012

Previous message: [R-SIG-Finance] Writing sell rules with quantstrat
Next message: [R-SIG-Finance] Efficient CVaR Scenario Optimization for a Large number of Scenarios
Messages sorted by: [ date ] [ thread ] [ subject ] [ author ]

An embedded and charset-unspecified text was scrubbed...
Name: not available
URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20120215/c8b6e46b/attachment.pl>

Previous message: [R-SIG-Finance] Writing sell rules with quantstrat
Next message: [R-SIG-Finance] Efficient CVaR Scenario Optimization for a Large number of Scenarios
Messages sorted by: [ date ] [ thread ] [ subject ] [ author ]

More information about the R-SIG-Finance mailing list