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"Efficient optimization of the reward-risk ratio with polyhedral risk measures."
Wlodzimierz Ogryczak, Michal Przyluski, Tomasz Sliwinski (2017)
- Wlodzimierz Ogryczak, Michal Przyluski, Tomasz Sliwinski:
Efficient optimization of the reward-risk ratio with polyhedral risk measures. Math. Methods Oper. Res. 86(3): 625-653 (2017)
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