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An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management.
Laureano F. Escudero
Juan Francisco Monge
Dolores Romero Morales
Published in:
Comput. Oper. Res. (2015)
Keyphrases
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risk management
linear programming
stochastic dominance
linear program
risk evaluation
data mining
artificial intelligence
probabilistic model
decision support system
risk analysis
commercial banks
databases
decision making
risk assessment
information security management
operational risk