"Robust optimization of mixed CVaR STARR ratio using copulas."

Anubha Goel, Amita Sharma, Aparna Mehra (2019)

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DOI: 10.1016/J.CAM.2018.08.001

access: closed

type: Journal Article

metadata version: 2025-01-19

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Anubha Goel, Amita Sharma, Aparna Mehra:
Robust optimization of mixed CVaR STARR ratio using copulas. J. Comput. Appl. Math. 347: 62-83 (2019)

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