Jiong Xi

University of Waterloo

Waterloo, Ontario N2L 3G1

Canada

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Scholarly Papers (1)

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A Gradual Nonconvexification Method or Minimizing Value-at-Risk

Journal of Risk, Vol. 16, No. 3, 2014
Number of pages: 26 Posted: 08 Jun 2016
University of Waterloo, University of Waterloo, University of Waterloo and University of Waterloo
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Abstract:

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value-at-risk, minimization problem