Chance-constrained Programming Model for Portfolio Selection in Uncertain Environment
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Publication:3655422
DOI10.5539/mas.v3n10p89zbMath1181.91305MaRDI QIDQ3655422
Publication date: 7 January 2010
Published in: Modern Applied Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5539/mas.v3n10p89
portfolio selection; optimistic value; uncertain variable; chance-constrained programming model; crisp equivalent programming model
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