Distributionally robust optimization with multivariate second-order stochastic dominance constraints with applications in portfolio optimization
Release Time:2024-09-19 Hits:
Indexed by: Journal Papers
Document Code: 74729
Date of Publication: 2023-07-03
Journal: OPTIMIZATION
Volume: 72
Issue: 7
Page Number: 1839-1862
ISSN: 0233-1934
Key Words: FORMULATIONS; PROGRAMS