Rudabeh Meskarian

Available identifiers

zbMath Open meskarian.rudabehMaRDI QIDQ421764

List of research outcomes

Publication	Date of Publication	Type
Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints	2017-05-30	Paper
Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization	2014-09-10	Paper
Exact penalization, level function method, and modified cutting-plane method for stochastic programs with second order stochastic dominance constraints	2013-06-27	Paper
Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization	2012-05-14	Paper

Research outcomes over time

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