"Risk optimization with p-order conic constraints: A linear programming ..."

Pavlo A. Krokhmal, Policarpio Soberanis (2010)

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DOI: 10.1016/J.EJOR.2009.03.053

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type: Journal Article

metadata version: 2022-03-16

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Pavlo A. Krokhmal, Policarpio Soberanis:
Risk optimization with p-order conic constraints: A linear programming approach. Eur. J. Oper. Res. 201(3): 653-671 (2010)

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