Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm

von Kibzun, Andrej I.
Veröffentlicht in Annals of operations research (2012)

Analysis of criteria VaR and CVaR

von Kibzun, Andrej I.
Veröffentlicht in Journal of banking & finance (2006)

Interdisciplinary Aspects of Development and Software Implementation of Electronic Textbooks for Students of Technical Universities

von Mkhitaryan, Georgiy
Veröffentlicht in SITITO (13. : 2018 : Moskau) Modern information technology and IT education (2020)

Stochastic programming problems with probability and quantile functions

von Kibzun, Andrej I.
Veröffentlicht 1996