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Robustness of optimal portfolios under risk and stochastic dominance constraints
Dupačová, Jitka
;
Kopam, Milos̆
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 434-441
Persistent link: https://www.econbiz.de/10010356735
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2
Robustness in stochastic programs with risk constraints
Dupačová, Jitka
;
Kopa, Milos
-
2012
Persistent link: https://www.econbiz.de/10009688667
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