List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints SIAM Journal on Optimization | 2017-05-30 | Paper |
| Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization Applied Mathematics and Optimization | 2014-09-10 | Paper |
| Exact penalization, level function method, and modified cutting-plane method for stochastic programs with second order stochastic dominance constraints SIAM Journal on Optimization | 2013-06-27 | Paper |
| Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization European Journal of Operational Research | 2012-05-14 | Paper |
Research outcomes over time
This page was built for person: Rudabeh Meskarian
