2024-03-28T18:46:44Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6860298
2018-04-16T13:55:57Z
60
62
91
Goel, Anubha; Sharma, Amita; Mehra, Aparna
2018
6860298
English
Elsevier (North-Holland), Amsterdam
https://zbmath.org/06860298
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J. Comput. Appl. Math. 335, 361-380 (2018).
91G70; 91G10; 62P05; 60J10
Index tracking and enhanced indexing using mixed conditional value-at-risk
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