Portfolio optimization with risk control by stochastic dominance constraints

Darinka Dentcheva, Andrzej Ruszczyński

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

2 Scopus citations
Original languageEnglish
Title of host publicationInternational Series in Operations Research and Management Science
Pages189-211
Number of pages23
DOIs
StatePublished - 2011

Publication series

NameInternational Series in Operations Research and Management Science
Volume150
ISSN (Print)0884-8289

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