Distributionally robust optimization with multivariate second-order stochastic dominance constraints with applications in portfolio optimization
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论文类型：期刊论文
论文编号：74729
发表时间：2023-07-03
发表刊物：OPTIMIZATION
卷号：72
期号：7
页面范围：1839-1862
ISSN号：0233-1934
关键字：FORMULATIONS; PROGRAMS