On the global minimization of the value-at-risk (Q4657710): Difference between revisions

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Latest revision as of 18:51, 7 June 2024

scientific article; zbMATH DE number 2145384
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English
On the global minimization of the value-at-risk
scientific article; zbMATH DE number 2145384

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    On the global minimization of the value-at-risk (English)
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    14 March 2005
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    linear program with equilibrium constraints
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    smoothing
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    branch-and-cut
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