Approximation of value-at-risk problems with decision rules

author
statement of authorship
R.Lepp
source
Probabilistic constrained optimization : methodology and applications
location of publication
Dordrecht
year of publication
pages
? p
language
inglise
Lepp, R. Approximation of value-at-risk problems with decision rules // Probabilistic constrained optimization : methodology and applications. Dordrecht : Kluwer Academic Publishers, 2000. ? p.