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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, UkraineORCID Iconhttps://orcid.org/0000-0003-3255-0405View further author information
ORCID Icon &
Alois Pichlerb Faculty of Mathematics, Technische Universitt Chemnitz, Chemnitz, GermanyCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0001-8876-2429View further author information
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Received 31 Jan 2023, Accepted 21 Jan 2024, Published online: 09 Feb 2024

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