"On solving the dual for portfolio selection by optimizing Conditional ..."

Wlodzimierz Ogryczak, Tomasz Sliwinski (2011)

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DOI: 10.1007/S10589-010-9321-Y

access: closed

type: Journal Article

metadata version: 2020-07-14

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Wlodzimierz Ogryczak, Tomasz Sliwinski:
On solving the dual for portfolio selection by optimizing Conditional Value at Risk. Comput. Optim. Appl. 50(3): 591-595 (2011)

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