A difference of convex formulation of value-at-risk constrained optimization (Q3577837)
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scientific article; zbMATH DE number 5760810
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A difference of convex formulation of value-at-risk constrained optimization |
scientific article; zbMATH DE number 5760810 |
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A difference of convex formulation of value-at-risk constrained optimization (English)
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26 July 2010
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stochastic programming
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portfolio optimization
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D.C. optimization
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branch-and-bound
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0.9148756861686708
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0.838913083076477
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0.7969027161598206
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0.7943400740623474
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0.7938860654830933
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