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. |
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| 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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