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"Optimization of Value-at-Risk: computational aspects of MIP formulations."

Konstantin Pavlikov, Alexander Veremyev, Eduardo L. Pasiliao (2018)

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DOI: 10.1057/S41274-017-0197-4

access: closed

type: Journal Article

metadata version: 2020-06-08

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Konstantin Pavlikov, Alexander Veremyev, Eduardo L. Pasiliao:
Optimization of Value-at-Risk: computational aspects of MIP formulations. J. Oper. Res. Soc. 69(5): 676-690 (2018)

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