Chance-constrained programming model for portfolio selection in uncertain environment (Q3655422)
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scientific article; zbMATH DE number 5654588
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| English | Chance-constrained programming model for portfolio selection in uncertain environment |
scientific article; zbMATH DE number 5654588 |
Statements
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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0.9377231597900392
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0.9035046696662904
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0.8792405724525452
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0.8598587512969971
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