University of Washington / University of Florida / Weil Hall / L Guggenheim Hall / /
IndustryTerm
by-product / simulation-based tools / linear programming algorithms / approximate solution / line search techniques / numerical algorithms / quadratic programming solutions / insurance industry / /
MarketIndex
S&P 500 / /
Organization
University of Washington / US government / R. Tyrrell Rockafellar Department of Applied Mathematics / USA Stanislav Uryasev Department of Industrial and Systems Engineering / University of Florida / /
Implemented in Portfolio Safeguard by AORDA.com Optimization of conditional value-at-risk R. Tyrrell Rockafellar Department of Applied Mathematics, University of Washington, 408 L Guggenheim Hall, Box[removed], Seattle, W