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Risk optimization with p-order conic constraints: A linear programming approach
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Krokhmal, Pavlo A.
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Soberanis, Policarpio
Published in
European journal of operational research
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Risk optimization with p-order conic constraints: A linear programming approach
by
Krokhmal, Pavlo A
,
Soberanis, Policarpio
Published in
European journal of operational research
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European Journal Of Operational Research
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