BibTeX record journals/coap/QiS10

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@article{DBLP:journals/coap/QiS10,
  author       = {Houduo Qi and
                  Defeng Sun},
  title        = {Correlation stress testing for value-at-risk: an unconstrained convex
                  optimization approach},
  journal      = {Comput. Optim. Appl.},
  volume       = {45},
  number       = {2},
  pages        = {427--462},
  year         = {2010},
  url          = {https://doi.org/10.1007/s10589-008-9231-4},
  doi          = {10.1007/S10589-008-9231-4},
  timestamp    = {Tue, 14 Jul 2020 14:28:38 +0200},
  biburl       = {https://dblp.org/rec/journals/coap/QiS10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}