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

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Publication:1935293


DOI10.1007/s10957-012-0074-xzbMath1257.90089MaRDI QIDQ1935293

Yanyan Li

Publication date: 14 February 2013

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-012-0074-x


90C29: Multi-objective and goal programming

91G10: Portfolio theory


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