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

Robert Harlow rharlow86 at gmail.com
Thu Feb 16 00:01:14 CET 2012


An embedded and charset-unspecified text was scrubbed...
Name: not available
URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20120215/730267bb/attachment.pl>


More information about the R-SIG-Finance mailing list