Generalized order-value optimization
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Volume (Year): 20 (2012)
Issue (Month): 1 (April)
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- Birgin, E. G. & Martinez, J. M. & Ronconi, D. P., 2003. "Minimization subproblems and heuristics for an applied clustering problem," European Journal of Operational Research, Elsevier, vol. 146(1), pages 19-34, April.
- Rockafellar, R. Tyrrell & Uryasev, Stanislav, 2002. "Conditional value-at-risk for general loss distributions," Journal of Banking & Finance, Elsevier, vol. 26(7), pages 1443-1471, July.
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