Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization

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Veröffentlicht in:European journal of operational research
1. Verfasser: Meskarian, Rudabeh (VerfasserIn)
Weitere Verfasser: Xu, Huifu (VerfasserIn), Fliege, Jörg (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2012
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