Portfolio Optimization with Risk Control by Stochastic Dominance Constraints
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Publication:3001275
DOI10.1007/978-1-4419-1642-6_9zbMath1218.91148OpenAlexW200004433MaRDI QIDQ3001275
Ruszczyński, Andrzej, Dentcheva, Darinka
Publication date: 31 May 2011
Published in: International Series in Operations Research & Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4419-1642-6_9
Inequalities; stochastic orderings (60E15) Utility theory (91B16) Portfolio theory (91G10) One- and multidimensional scaling in the social and behavioral sciences (91C15)
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