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Portfolio Optimization with Risk Control by Stochastic Dominance Constraints - MaRDI portal

Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (Q3001275)

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Portfolio Optimization with Risk Control by Stochastic Dominance Constraints
scientific article

    Statements

    title
    Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (English)
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    author
    Dentcheva, Darinka
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    Ruszczyński, Andrzej
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    publication date
    31 May 2011
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    cites work
    Q4652020
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    Q3632460
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    Q5528344
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    Q5615833
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    Q4758141
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    Q4552656
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    Q4001511
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    Q4003131
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    Q2778807
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    Q4830009
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    Q2892811
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91B30
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    91C15
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    60E15
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    91B16
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    zbMATH DE Number
    5901808
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    OpenAlex ID
    W200004433
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