Optimizing Measures of Risk: A Simplex-like Algorithm.

Balbás, A. (Alejandro); Raquel; Mayoral, S. (Silvia)

Authors:

Balbás, A. (Alejandro)

Raquel

Mayoral, S. (Silvia)

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.

URI:

https://hdl.handle.net/10171/7086

Appears in Collections:

DA - Economía - Working Papers 2006

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