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Code and Data Repository for Simulating Confidence Intervals for Conditional Value-at-Risk via Least-Squares Metamodels

Year: 2024

Type: article

Source: INFORMS journal on computing

DOI: 10.1287/ijoc.2023.0394.cd

Authors: Qidong Lai, Guangwu Liu, Bingfeng Zhang, Kun Zhang

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4403634069

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