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A Low Order-Value Optimization approach for solving VaR-constrained minimization problems
| Title: | A Low Order-Value Optimization approach for solving VaR-constrained minimization problems | Authors: | Birgin E. G.; Bueno L. F.; Krejić N.   ; Martinez J. M. |
Issue Date: | 2011 | Publication: | Journal of Global Optimization | ISSN: | 0925-5001 Journal of Global Optimization Search Idenfier |
Type: | Article | Collation: | vol. 51 br. 4 str. 715-742 | URI: | https://www.cris.uns.ac.rs/record.jsf?recordId=68292&source=eNauka&language=en https://enauka.gov.rs/handle/123456789/585834 |
M-category: | 21M21 |
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