Quotation Wozabal, David, Hochreiter, Ronald, Pflug, Georg. 2010. A difference of convex formulation of value-at-risk constrained optimization. Optimization 58 (3): 377-400.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal Optimization
Citation Index SCI
WU-Journal-Rating new FIN-A
Language English
Title A difference of convex formulation of value-at-risk constrained optimization
Volume 58
Number 3
Year 2010
Page from 377
Page to 400
Reviewed? Y
URL http://dx.doi.org/10.1080/02331931003700731

Associations

People
Hochreiter, Ronald (Details)
External
Pflug, Georg
Wozabal, David
Organization
Institute for Statistics and Mathematics IN (Details)
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