OpenAlex
A difference of convex formulation of value-at-risk constrained optimization
Work
Year: 2010
Type: article
Source: Optimization
Authors David Wozabal, Ronald Hochreiter, Georg Ch. Pflug
Institutions University of Vienna, Vienna University of Economics and Business
Cites: 46
Cited by: 27
Related to: 10
FWCI: 2.732
Citation percentile (by year/subfield): 87.74
Topic: Risk and Portfolio Optimization
Subfield: Management Science and Operations Research
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed