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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| 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)