Pages that link to "Item:Q4657710"

The following pages link to On the global minimization of the value-at-risk (Q4657710):

Displaying 20 items.

• VaR optimal portfolio with transaction costs (Q427038) (← links)
• An LPCC approach to nonconvex quadratic programs (Q431005) (← links)
• On linear programs with linear complementarity constraints (Q452341) (← links)
• Minimizing value-at-risk in single-machine scheduling (Q513548) (← links)
• Constant rebalanced portfolio optimization under nonlinear transaction costs (Q538327) (← links)
• Stochastic optimization problems with CVaR risk measure and their sample average approximation (Q604268) (← links)
• Three modeling paradigms in mathematical programming (Q607499) (← links)
• A polynomial optimization approach to constant rebalanced portfolio selection (Q694522) (← links)
• \(\alpha \)-conservative approximation for probabilistically constrained convex programs (Q969716) (← links)
• DC programming and DCA for globally solving the value-at-risk (Q1035285) (← links)
• Optimality condition and complexity of order-value optimization problems and low order-value optimization problems (Q1679497) (← links)
• Computing near-optimal value-at-risk portfolios using integer programming techniques (Q1754091) (← links)
• Value-at-risk optimization using the difference of convex algorithm (Q1929961) (← links)
• Generalized order-value optimization (Q1935880) (← links)
• Threshold value of the penalty parameter in the minimization of \(L_1\)-penalized conditional value-at-risk (Q1950060) (← links)
• Solving linear programs with complementarity constraints using branch-and-cut (Q2281449) (← links)
• Risk averse stochastic structural topology optimization (Q2310924) (← links)
• A difference of convex formulation of value-at-risk constrained optimization (Q3577837) (← links)
• Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk (Q5743613) (← links)
• On solving difference of convex functions programs with linear complementarity constraints (Q6166653) (← links)