A chance constrained recourse approach for the portfolio selection problem (Q2404345): Difference between revisions
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Revision as of 18:50, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A chance constrained recourse approach for the portfolio selection problem |
scientific article |
Statements
A chance constrained recourse approach for the portfolio selection problem (English)
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18 September 2017
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portfolio selection
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beta risk
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multi-objective stochastic programming
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chance constrained approach
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recourse approach
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goal programming
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