Processing second-order stochastic dominance models using cutting-plane representations (Q647395)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Processing second-order stochastic dominance models using cutting-plane representations |
scientific article |
Statements
Processing second-order stochastic dominance models using cutting-plane representations (English)
0 references
23 November 2011
0 references
second-order stochastic dominance
0 references
portfolio selection
0 references
integrated chance constraint
0 references
multi-objective formulation
0 references
cutting plane
0 references
