Quotation Wozabal, David. 2012. Value-at-Risk optimization using the difference of convex algorithm. OR Spectrum 34 (4): 861-883.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal OR Spectrum
Citation Index SCI
WU Journalrating 2009 A
WU-Journal-Rating new FIN-A, INF-A, STRAT-A, VW-C, WH-A
Language English
Title Value-at-Risk optimization using the difference of convex algorithm
Volume 34
Number 4
Year 2012
Page from 861
Page to 883

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People
Wozabal, David (Former researcher)
Organization
Institute for Finance, Banking and Insurance IN (Details)
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