Risk objectives in two-stage stochastic programming models

Kybernetika

Volumn 44, Issue 2, 2008, Pages 227-242

  Dupačová, Jitka ^a  

^a CHARLES UNIVERSITY   (Czech Republic)

Author keywords

Bond portfolio management problem; Contamination; Polyhedral risk objectives; Robustness; Two stage stochastic programs

Indexed keywords

EID: 47549099447     PISSN: 00235954     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Conference Paper

References (31)

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