Tractable Almost Stochastic Dominance
Year of publication: |
2012
|
---|---|
Authors: | Lizyayev, Andrey ; Ruszczyński, Andrzej |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 218.2012, 2, p. 448-455
|
Publisher: |
Elsevier |
Subject: | Stochastic Dominance | Portfolio optimization | Risk |
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