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Contamination technique
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First order stochastic dominance constraints
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Dupačová, Jitka
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European Journal of Operational Research
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European journal of operational research : EJOR
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Robustness of optimal portfolios under risk and stochastic dominance constraints
Dupačová, Jitka
;
Kopa, Miloš
- In:
European Journal of Operational Research
234
(
2014
)
2
,
pp. 434-441
probabilistic
risk
constraints
. Local bounds for problems of a special structure are obtained. Under suitable conditions on the …
Persistent link: https://www.econbiz.de/10011052575
Saved in:
2
Robustness of optimal portfolios under risk and stochastic dominance constraints
Dupačová, Jitka
;
Kopam, Milos̆
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 434-441
Persistent link: https://www.econbiz.de/10010356735
Saved in:
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