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}, }