Valentyn Khokhlov

According to our database, Valentyn Khokhlov authored at least 1 paper in 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation.

Matthew Norton, Valentyn Khokhlov, Stan Uryasev

Ann. Oper. Res., April, 2021