Robust and Reliable Portfolio Optimization Formulation of a Chance Constrained Problem
Sengupta, Raghu Nandan; Kumar, Rakesh
- 期刊名称Foundations of Computing and Decision Sciences
- 作者Sengupta, Raghu Nandan; Kumar, Rakesh
- 卷第42卷
- 期第1期
- 电子ISSN2300-3405
- 文件大小6146.48KB
- 发表时间2017-01-1
- DOI10.1515/fcds-2017-0004