Portfolio optimization with risk control by stochastic dominance constraints

Darinka Dentcheva, Andrzej Ruszczyński

Research output: Chapter in Book/Report/Conference proceedingChapter

1 Scopus citations
Original languageEnglish (US)
Title of host publicationInternational Series in Operations Research and Management Science
PublisherSpringer New York LLC
Pages189-211
Number of pages23
DOIs
StatePublished - 2011
Externally publishedYes

Publication series

NameInternational Series in Operations Research and Management Science
Volume150

ASJC Scopus subject areas

  • Software
  • Computer Science Applications
  • Strategy and Management
  • Management Science and Operations Research
  • Applied Mathematics

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