ETH Zentrum HG-F 42.1
CH-8092 Zurich, 8092
ETH Zürich - Department of Mathematics
Assembly line scheduling, Rearrangements, Karmarkar-Karp difference algorithm
Expectile, portfolio optimization, linear programming, scenario aggregation
Schur-Convexity, Negative Dependence, Scheduling, Systems Assembly, Archimedean Copulas, Rearrangement Algorithm
convex order, elicitability, coherence, dependence
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id2795048.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
portfolio optimization; conditional value-at-risk (CVaR), discretization error, suboptimality, linear programming (LP), heavy tails
This page was processed by aws-apollo1 in 0.125 seconds