Работы, цитирующие эту работу

Работ: 2

Работа: Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem

1. Mean-Variance-Skewness-Kurtosis efficiency of portfolios computed via moment-based bounds

   Steftcho Dokov, David P. Morton, Ivilina Popova

   СтатьяRisk and Portfolio Optimization2017Цитирований: 3

   ABIABI:AkademIndex/openalex/2017.article.000231

2. Efficient portfolios computed with moment-based bounds

   David P. Morton, Steftcho Dokov, Ivilina Popova

   СтатьяRisk and Portfolio OptimizationFinance research letters2022Цитирований: 0

   ABIABI:AkademIndex/openalex/2022.article.008519