Tractable almost stochastic dominance

DOI10.1016/j.ejor.2011.11.019zbMath1244.91112OpenAlexW2088178142MaRDI QIDQ439526

Andrey Lizyayev, Ruszczyński, Andrzej

Publication date: 16 August 2012

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2011.11.019

zbMATH Keywords

portfolio optimizationriskstochastic dominance

Mathematics Subject Classification ID

Related Items (24)

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