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Value-at-Risk optimization using the difference of convex algorithm

✍ Scribed by Wozabal, David

Book ID: 118781628
Publisher: Springer
Year: 2010
Tongue: German
Weight: 434 KB
Volume: 34
Category: Article
ISSN: 0171-6468
DOI: 10.1007/s00291-010-0225-0

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