Stochastic Programming with Multivariate Second Order Stochastic Dominance Constraints with Applications in Portfolio Optimization
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Applied Mathematics & Optimization
سال: 2014
ISSN: 0095-4616,1432-0606
DOI: 10.1007/s00245-014-9236-6