Risk optimization with p-order conic constraints: A linear programming approach
| Year of publication: |
2010
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|---|---|
| Authors: | Mosheiov, Gur ; Sarig, Assaf |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 201.2010, 3 (16.3.), p. 653-672
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