Local stability and differentiability of the Mean-Conditional Value at Risk model defined on the mixed-integer loss functions

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Bibliographic Details
Main Author:	Branda, Martin (Author)
Format:	Article
Source document:	Kybernetika , Vol. 46, no. 3 (2010), s. 362-373
Language:	English
Genre/form:	články
ISSN:	0023-5954
Subjects:	matematické programování stochastické programování matematické metody v ekonomii riziková analýza
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Status	Sublibrary	Description	Location	LCC Call number	Old Call number
Regular loan	NTK collection	Vol. 46 (2010) no. 3-4	Closed Stack	Q300 .K932 v.46 no.3-4	P 10711/59