Pages that link to "Item:Q1929961"
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The following pages link to Value-at-risk optimization using the difference of convex algorithm (Q1929961):
Displaying 18 items.
- Robust scenario-based value-at-risk optimization (Q286009) (← links)
- VaR as the CVaR sensitivity: applications in risk optimization (Q313597) (← links)
- Minimizing value-at-risk in single-machine scheduling (Q513548) (← links)
- DC programming and DCA for globally solving the value-at-risk (Q1035285) (← links)
- Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints (Q1615810) (← links)
- On the pervasiveness of difference-convexity in optimization and statistics (Q1739035) (← links)
- DC programming and DCA: thirty years of developments (Q1749443) (← links)
- Computing near-optimal value-at-risk portfolios using integer programming techniques (Q1754091) (← links)
- Differential equations connecting VaR and CVaR (Q2012604) (← links)
- Correlation stress testing for value-at-risk: an unconstrained convex optimization approach (Q2379691) (← links)
- Improved algorithms for computing worst value-at-risk (Q2397478) (← links)
- Data-driven portfolio management with quantile constraints (Q2516641) (← links)
- Convergence analysis on a smoothing approach to joint chance constrained programs (Q2836097) (← links)
- On the global minimization of the value-at-risk (Q4657710) (← links)
- (Q5011445) (← links)
- An Inner-Outer Approximation Approach to Chance Constrained Optimization (Q5355201) (← links)
- DC Algorithm for Extended Robust Support Vector Machine (Q5380706) (← links)
- Model and efficient algorithm for the portfolio selection problem with real‐world constraints under value‐at‐risk measure (Q6056329) (← links)
