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

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Bibliographic Details
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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Description
ISSN:	10171398
DOI:	10.1007/s11075-019-00831-6