Generalized concave functions in stochastic programming and portfolio theory
J. G. Kallberg and W. T. Ziemba
Year of publication: |
1981
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Authors: | Kallberg, J. G. ; Ziemba, W. T. |
Published in: |
Generalized concavity in optimization and economics : [papers pres. at the proceedings of the NATO Advanced Study Institute held at the University of British Columbia, Vancouver, Canada, Aug. 4-15, 1980]. - New York [u.a.] : Acad. Press, ISBN 0-12-621120-5. - 1981, p. 719-767
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