A chance-constrained approach to stock selection in Hong Kong

DOI10.1080/00207729608929187MaRDI QIDQ4879299zbMATH OpenOpenAlexFDO

Authors

Publication date 27 May 1996

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207729608929187

zbMATH Keywords

chance-constrained programmingMarkowitz model

Mathematics Subject Classification ID

Stochastic programming (90C15) Applications of mathematical programming (90C90)

Recommendations

• An Application of Chance Constrained Programming to Portfolio Selection in a Casualty Insurance Firm
• Chance-constrained programming model for portfolio selection in uncertain environment
• Optimal Programming Models for Portfolio Selection with Uncertain Chance Constraint
• Option portfolio management as a chance constrained problem
• A class of chance constrained multi-objective portfolio selection model under fuzzy random environment

Cited in

(2)

• Option portfolio management as a chance constrained problem
• An Application of Chance Constrained Programming to Portfolio Selection in a Casualty Insurance Firm

This page was built for publication: A chance-constrained approach to stock selection in Hong Kong

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4879299)