Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
Tao Pham Dinh
Information about the author Tao Pham Dinh will soon be added to the site.
Found
3 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
DC (difference of convex) programming approach for portfolio optimization under step increasing transaction costs
2009
We address a class of particularly hard-to-solve portfolio optimization problems,...
DC (Difference of Convex) programming and DCA (CD Algorithms) for globally solving the value-at-risk
2009
The value-at-risk is an important risk measure that has been used extensively in...
DC (Difference of Convex) programming techniques for solving a class of nonlinear bilevel programs
2009
We propose a method for finding a global solution of a class of nonlinear bilevel...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
