Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization
Work
Year: 2011
Type: article
Authors Rudabeh Meskarian, Huifu Xu, Jörg Fliege
Institution University of Southampton
Cites: 30
Cited by: 25
Related to: 10
FWCI: 4.724
Citation percentile (by year/subfield): 87.45
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed