Pages that link to "Item:Q3503069"
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The following pages link to A CHANCE-CONSTRAINED PORTFOLIO SELECTION PROBLEM UNDER t-DISTRIBUTION (Q3503069):
Displaying 5 items.
- Sample average approximation method for chance constrained programming: Theory and applications (Q1035926) (← links)
- Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection (Q1935293) (← links)
- Advances and applications of chance-constrained approaches to systems optimisation under uncertainty (Q2872537) (← links)
- ON DUAL APPROACHES TO EFFICIENT OPTIMIZATION OF LP COMPUTABLE RISK MEASURES FOR PORTFOLIO SELECTION (Q3083548) (← links)
- Sparse portfolio rebalancing model based on inverse optimization (Q5746700) (← links)
