Showing results 11 to 12 of 12
Sparse and robust portfolio selection via semi-definite relaxation Lee, Yongjae; Kim, Min Jeong; Kim, Jang Ho; Jang, Ju Ri; Kim, Woo Chang, JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, v.71, no.5, pp.687 - 699, 2020-05 |
Spectral risk measure minimization in hazardous materials transportation Su, Liu; Sun, Longsheng; Karwan, Mark; Kwon, Changhyun, IISE TRANSACTIONS, v.51, no.6, pp.638 - 652, 2019 |
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