Crane, D. B. "A Stochastic Programming Model for Commercial Bank Bond Portfolio Management." Journal of Financial and Quantitative Analysis 6, no. 3 (June 1971).
Cancer center improvement through practice-based clinical leadership team infrastructure. This is an ASCO Meeting Abstract from the 2013 Quality Care Symposium. This abstract does not include a full ...
We propose dual decomposition and solution schemes for multistage CVaRconstrained problems. These schemes meet the need for handling multiple CVaR constraints for different time frames and at ...