Portfolio optimization with risk control by stochastic dominance constraints

Darinka Dentcheva, Andrzej Ruszczyński

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

2 Scopus citations

Original language	English
Title of host publication	International Series in Operations Research and Management Science
Pages	189-211
Number of pages	23
DOIs	https://doi.org/10.1007/978-1-4419-1642-6_9
State	Published - 2011

Name	International Series in Operations Research and Management Science
Volume	150
ISSN (Print)	0884-8289

Access to Document

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Portfolio optimization with risk control by stochastic dominance constraints. / Dentcheva, Darinka; Ruszczyński, Andrzej.
International Series in Operations Research and Management Science. 2011. p. 189-211 (International Series in Operations Research and Management Science; Vol. 150).

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

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