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Multiperiod interval-based stochastic dominance with application to dynamic portfolios
Consigli, Giorgio
;
Vasquez Campos, Brian
;
Liu, Jia
- In:
Quantitative finance
25
(
2025
)
4
,
pp. 543-575
Persistent link: https://www.econbiz.de/10015534118
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Incremental-like bundle methods with application to energy planning
Emiel, Grégory
;
Sagastizábal, Claudia
- In:
Computational Optimization and Applications
46
(
2010
)
2
,
pp. 305-332
Persistent link: https://www.econbiz.de/10008533947
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