On the global minimization of the value-at-risk
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Publication:4657710
DOI10.1080/10556780410001704911zbMath1114.91320arXivmath/0401063OpenAlexW2084002138MaRDI QIDQ4657710
Publication date: 14 March 2005
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0401063
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Uses Software
Cites Work
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