Robust scenario-based value-at-risk optimization

Annals of Operations Research 2016 / 2 Vol. 237; Iss. 1-2

Robust scenario-based value-at-risk optimization

O. Romanko, H. Mausser
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Volume:
237
Language:
english
Journal:
Annals of Operations Research
DOI:
10.1007/s10479-015-1822-8
Date:
February, 2016
File:
PDF, 524 KB
english, 2016
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