Optimal portfolios under a value-at-risk constraint with applications to inventory control in supply chains
type: Item
instance of: scholarly article
title: Optimal portfolios under a value-at-risk constraint with applications to inventory control in supply chains
zbMATH Open document ID: 1155.91398
author: J. Martínez
published in: Journal of Industrial and Management Optimization
publication date: 2009-02-03T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 90B05
zbMATH DE Number: 5501442
MaRDI profile type: Publication
full work available at URL: jimo.2008.4.81
OpenAlex ID: W2066274278
DOI: 10.3934/JIMO.2008.4.81
description: scientific article; zbMATH DE number 5501442