"Optimization of Value-at-Risk: computational aspects of MIP formulations."

Konstantin Pavlikov, Alexander Veremyev, Eduardo L. Pasiliao (2018)

> Home

Details and statistics

DOI: 10.1057/S41274-017-0197-4

access: closed

type: Journal Article

metadata version: 2020-06-08

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/jors/PavlikovVP18
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jors/PavlikovVP18
Konstantin Pavlikov, Alexander Veremyev, Eduardo L. Pasiliao:
Optimization of Value-at-Risk: computational aspects of MIP formulations. J. Oper. Res. Soc. 69(5): 676-690 (2018)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.