David Wozabal. Value-at-Risk optimization using the difference of convex algorithm. OR Spectrum, 34(4):861-883, 2012. [doi]
@article{Wozabal12-0,
title = {Value-at-Risk optimization using the difference of convex algorithm},
author = {David Wozabal},
year = {2012},
doi = {10.1007/s00291-010-0225-0},
url = {https://doi.org/10.1007/s00291-010-0225-0},
researchr = {https://researchr.org/publication/Wozabal12-0},
cites = {0},
citedby = {0},
journal = {OR Spectrum},
volume = {34},
number = {4},
pages = {861-883},
}