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A firm's optimizing behaviour under a value-at-risk constraint - MaRDI portal

A firm's optimizing behaviour under a value-at-risk constraint (Q3622016)

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A firm's optimizing behaviour under a value-at-risk constraint
scientific article

    Statements

    title
    A firm's optimizing behaviour under a value-at-risk constraint (English)
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    author
    Vanda Tulli
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    Gerd Weinrich
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    published in
    Optimization
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    publication date
    23 April 2009
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    zbMATH Keywords
    value-at-risk
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    optimization
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    debt financing
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    bankruptcy
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    Identifiers

    Mathematics Subject Classification ID
    90C90
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    91B28
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    91B38
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    zbMATH DE Number
    5546186
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    OpenAlex ID
    W2091927747
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