DOI10.5539/mas.v3n9p84zbMath1178.91183MaRDI QIDQ3185234
Limei Yan
Publication date: 26 October 2009 Published in: Modern Applied Science (Search for Journal in Brave) Full work available at URL: https://semanticscholar.org/paper/f422cd9e559722b6cf72da56746a2baff81598f5
zbMATH Keywords
portfolio selection; uncertain variable; crisp equivalent programming; chance constrain
Mathematics Subject Classification ID
90C90: Applications of mathematical programming
91G10: Portfolio theory