Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization
| Year of publication: |
2012
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|---|---|
| Authors: | Meskarian, Rudabeh ; Xu, Huifu ; Fliege, Jörg |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 216.2012, 2 (16.1.), p. 376-386
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