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"Optimization with Multivariate Conditional Value-at-Risk Constraints."

Nilay Noyan, Gábor Rudolf (2013)

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DOI: 10.1287/OPRE.2013.1186

access: closed

type: Journal Article

metadata version: 2022-01-03

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Nilay Noyan, Gábor Rudolf:
Optimization with Multivariate Conditional Value-at-Risk Constraints. Oper. Res. 61(4): 990-1013 (2013)

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