Jong-Shi Pang, Sven Leyffer. On the global minimization of the value-at-risk. Optimization Methods and Software, 19(5):611-631, 2004. [doi]
@article{PangL04-0,
title = {On the global minimization of the value-at-risk},
author = {Jong-Shi Pang and Sven Leyffer},
year = {2004},
doi = {10.1080/10556780410001704911},
url = {http://dx.doi.org/10.1080/10556780410001704911},
researchr = {https://researchr.org/publication/PangL04-0},
cites = {0},
citedby = {0},
journal = {Optimization Methods and Software},
volume = {19},
number = {5},
pages = {611-631},
}