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ArticlePolymatroids and mean-risk minimization in discrete optimization

Alper Atamtürk2008

Article2008

Polymatroids and mean-risk minimization in discrete optimization

Alper Atamtürk · Vishnu Narayanan

107 citations·0/0 files stored·Operations Research Letters

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Risk and Portfolio Optimization Complexity and Algorithms in Graphs Advanced Optimization Algorithms Research

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References

2011Introduction to Stochastic Programming 2004The Price of Robustness 1998Robust Convex Optimization 1999Robust solutions of uncertain linear programs 1998Introduction to Stochastic Programming 2002Robust optimization ? methodology and applications 2002Stochastic Finance: An Introduction in Discrete Time 1989Mean-Variance Analysis in Portfolio Choice and Capital Markets.

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Year2008

Typearticle

Published2008-06-12

VenueOperations Research Letters

ISSN-L0167-6377

Languageen

Citations107

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1016/j.orl.2008.04.006

openalex_workW1978686733

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