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An incremental bundle method for portfolio selection problem under second-order stochastic dominance.

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Title: An incremental bundle method for portfolio selection problem under second-order stochastic dominance.
Authors: Lv, Jian1, Xiao, Ze-Hao2, Pang, Li-Ping2, lppang@dlut.edu.cn
Source: Numerical Algorithms; Oct2020, Vol. 85 Issue 2, p653-681, 29p
Database: Applied Science & Technology Source
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Header DbId: aci
DbLabel: Applied Science & Technology Source
An: 145536354
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  Data: An incremental bundle method for portfolio selection problem under second-order stochastic dominance.
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  Data: <searchLink fieldCode="JN" term="%22Numerical+Algorithms%22">Numerical Algorithms</searchLink>; Oct2020, Vol. 85 Issue 2, p653-681, 29p
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        Value: 10.1007/s11075-019-00831-6
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      – Code: eng
        Text: English
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        PageCount: 29
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      – TitleFull: An incremental bundle method for portfolio selection problem under second-order stochastic dominance.
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            NameFull: Lv, Jian
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            NameFull: Pang, Li-Ping
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              M: 10
              Text: Oct2020
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