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Results for risk measures
Publications & Outputs
Bayesian CV@R/super-quantile regression
Tsionas, E.
&
Izzeldin, M.
,
20/03/2018
, (E-pub ahead of print)
In:
Journal of Applied Statistics.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review
Scenario generation for single-period portfolio selection problems with tail risk measures: coping with high dimensions and integer variables
Fairbrother, J.
,
Turner, A.
&
Wallace, S.
,
2018
,
In:
INFORMS Journal on Computing.
30
,
3
,
p. 472-491
20 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review