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"Robust scenario-based value-at-risk optimization."

Oleksandr Romanko, Helmut Mausser (2016)

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DOI: 10.1007/S10479-015-1822-8

access: closed

type: Journal Article

metadata version: 2020-08-13

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Oleksandr Romanko, Helmut Mausser:
Robust scenario-based value-at-risk optimization. Ann. Oper. Res. 237(1-2): 203-218 (2016)

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