Work

On the subdifferential of some critical convex risk functions

Year: 2025

Type: article

Source: Pacific Journal of Optimization

DOI: 10.61208/pjo-2025-018

Authors: Yu Haodong, Ling Aifan, Sun Jie

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: W4409650217

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