Minimization of the k-th maximum and its application on LMS regression and VaR optimization⋆
| Year of publication: |
2012
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|---|---|
| Authors: | Huang, X ; Xu, J ; Wang, S ; Xu, C |
| Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 7160331. - Vol. 63.2012, 11 (22.11.), p. 1479-1492
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