@article{computingnearoptimalvalueatrisk,
  title = {Computing near-optimal Value-at-Risk portfolios using Integer Programming techniques},
  author = {Onur Babat and Juan C. Vera and Luis F. Zuluaga},
  year = {2021},
  eprint = {2107.07339},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2107.07339v1},
}