Chance-constrained Programming Model for Portfolio Selection in Uncertain Environment (Q3655422)

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Chance-constrained Programming Model for Portfolio Selection in Uncertain Environment
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    Chance-constrained Programming Model for Portfolio Selection in Uncertain Environment (English)
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    7 January 2010
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    portfolio selection
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    uncertain variable
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    chance-constrained programming model
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    optimistic value
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    crisp equivalent programming model
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