Optimizing Measures of Risk: A Simplex-like Algorithm.
Keywords: 
Materias Investigacion::Economía y Empresa
Issue Date: 
2009
Publisher: 
Noth-Holland
ISSN: 
0377-2217
Citation: 
Balbás, Alejandro; Balbás, Raquel; Mayoral, Silvia. Optimizing Measures of Risk: A Simplex-like Algorithm. European Journal of Operational Research, 2009, vol. 192 (2), pp. 603-620.

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