"Value-at-Risk optimization using the difference of convex algorithm."

David Wozabal (2012)

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DOI: 10.1007/S00291-010-0225-0

access: closed

type: Journal Article

metadata version: 2020-03-06

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David Wozabal:
Value-at-Risk optimization using the difference of convex algorithm. OR Spectr. 34(4): 861-883 (2012)

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