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"An incremental bundle method for portfolio selection problem under ..."

Jian Lv, Ze-Hao Xiao, Li-Ping Pang (2020)

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DOI: 10.1007/S11075-019-00831-6

access: closed

type: Journal Article

metadata version: 2020-09-14

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Jian Lv, Ze-Hao Xiao, Li-Ping Pang:
An incremental bundle method for portfolio selection problem under second-order stochastic dominance. Numer. Algorithms 85(2): 653-681 (2020)

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