Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection (Q1935293)

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Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection
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    Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection (English)
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    14 February 2013
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    chance constrained programming
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    scenario approximation
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    portfolio selection
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