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Research Article
Portfolio reshaping under 1st-order stochastic dominance constraints by the exact penalty function methods
Vladimir Norkina Department of Applied Mathematics, Glushkov Institute of Cybernetics of the National Academy of Sciences of Ukraine, Kyiv, Ukraine
https://orcid.org/0000-0003-3255-0405View further author information
https://orcid.org/0000-0003-3255-0405View further author information & Alois Pichlerb Faculty of Mathematics, Technische Universitt Chemnitz, Chemnitz, GermanyCorrespondence[email protected]
https://orcid.org/0000-0001-8876-2429View further author information
https://orcid.org/0000-0001-8876-2429View further author information