Quotation Wozabal, David, Hochreiter, Ronald, Pflug, Georg. 2009. A D.C. Formulation of Value-at-Risk constrained Optimization. Optimization 59 (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 D.C. Formulation of Value-at-Risk constrained Optimization
Volume 59
Number 3
Year 2009
Page from 377
Page to 400

Associations

People
Wozabal, David (Former researcher)
Hochreiter, Ronald (Details)
External
Pflug, Georg (Universit├Ąt Wien, Austria)
Organization
Institute for Statistics and Mathematics IN (Details)
Institute for Finance, Banking and Insurance IN (Details)
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