A parallel algorithm for optimizing the capital structure contingent on maximum value at risk.

Research output: Contribution to journalArticleScientificpeer-review

1 Citation (Scopus)
Original languageUndefined/Unknown
Pages (from-to)384–405
JournalKybernetes
Volume44
DOIs
Publication statusPublished - 2015
MoE publication typeA1 Journal article-refereed

Keywords

  • Artificial intelligence
  • Algorithms
  • generalized disjunctive programming
  • Multi-modality
  • Non-convexity
  • Parallel processing

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