Value-at-risk optimization using the difference of convex algorithm (Q1929961)
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scientific article; zbMATH DE number 6123955
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| English | Value-at-risk optimization using the difference of convex algorithm |
scientific article; zbMATH DE number 6123955 |
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Value-at-risk optimization using the difference of convex algorithm (English)
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10 January 2013
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value-at-risk
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non-convex optimization
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risk management
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stochastic programming
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