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"On Dual Approaches to Efficient Optimization of LP Computable Risk ..."

Wlodzimierz Ogryczak, Tomasz Sliwinski (2011)

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DOI: 10.1142/S0217595911003041

access: closed

type: Journal Article

metadata version: 2020-05-12

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  - https://dblp.org/rec/journals/apjor/OgryczakS11
Wlodzimierz Ogryczak, Tomasz Sliwinski:
On Dual Approaches to Efficient Optimization of LP Computable Risk Measures for Portfolio Selection. Asia Pac. J. Oper. Res. 28(1): 41-63 (2011)

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