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Accounting for Secondary Uncertainty: Efficient Computation of Portfolio Risk Measures on Multi and Many Core Architectures.
Blesson Varghese
Andrew Rau-Chaplin
Published in:
CoRR (2013)
Keyphrases
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risk measures
efficient computation
portfolio optimization
portfolio selection
risk averse
portfolio management
robust optimization
computational efficiency
decision making
factor analysis
databases
artificial intelligence
multi dimensional
stock market
optimization methods
risk management