DC programming and DCA for globally solving the value-at-risk (Q1035285)

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DC programming and DCA for globally solving the value-at-risk
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    DC programming and DCA for globally solving the value-at-risk (English)
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    2 November 2009
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    value-at-risk
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    bilevel linear programming
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    DC programming
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    DCA
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    branch- and -bound
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