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Jun-Ya Gotoh
Information about the author Jun-Ya Gotoh will soon be added to the site.
Found
2 papers
in total
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Minimal ellipsoid circumscribing a polytope defined by a system of linear inequalities
2006
In this paper, we will propose algorithms for calculating a minimal ellipsoid...
Third degree stochastic dominance and mean-risk analysis
2000
In their recent article, Ogryczak and Ruszczyński proved that those portfolios...
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