On the global minimization of the value-at-risk (Q4657710)
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scientific article; zbMATH DE number 2145384
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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