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"Robust portfolio optimization with second order stochastic dominance ..."

Ruchika Sehgal, Aparna Mehra (2020)

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DOI: 10.1016/J.CIE.2020.106396

access: closed

type: Journal Article

metadata version: 2020-06-16

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Ruchika Sehgal, Aparna Mehra:
Robust portfolio optimization with second order stochastic dominance constraints. Comput. Ind. Eng. 144: 106396 (2020)

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