Pages that link to "Item:Q1929961"

The following pages link to Value-at-risk optimization using the difference of convex algorithm (Q1929961):

Displaying 12 items.

• VaR as the CVaR sensitivity: applications in risk optimization (Q313597) (← links)
• Minimizing value-at-risk in single-machine scheduling (Q513548) (← links)
• Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints (Q1615810) (← links)
• On the pervasiveness of difference-convexity in optimization and statistics (Q1739035) (← links)
• DC programming and DCA: thirty years of developments (Q1749443) (← links)
• Computing near-optimal value-at-risk portfolios using integer programming techniques (Q1754091) (← links)
• Differential equations connecting VaR and CVaR (Q2012604) (← links)
• Data-driven portfolio management with quantile constraints (Q2516641) (← links)
• Convergence analysis on a smoothing approach to joint chance constrained programs (Q2836097) (← links)
• An Inner-Outer Approximation Approach to Chance Constrained Optimization (Q5355201) (← links)
• DC Algorithm for Extended Robust Support Vector Machine (Q5380706) (← links)
• Model and efficient algorithm for the portfolio selection problem with real‐world constraints under value‐at‐risk measure (Q6056329) (← links)