HAL (France)open access
Portfolio Optimization under CVaR-type Risk Constraints : static and Dynamic Models, Numerical Methods and (Re)Insurance Applications
Apprentissage profond, Deep learning, Portfolio optimization, Optimisation de portefeuille, Réassurance, Contrôle stochastique, CVaR, Sample average approximation
This document is indexed with metadata only — full text is not available in the archive for this record.
Open the official source ↗
Record · ID 235082
Retrieved via
Conceptio — every document is proof-bundled with source, license, and retrieval metadata.