Probability maximization models for portfolio selection under ambiguity
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Publication:623758
DOI10.1007/s10100-008-0082-yzbMath1204.91121MaRDI QIDQ623758
Takashi Hasuike, Hiroaki Ishii
Publication date: 8 February 2011
Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10100-008-0082-y
stochastic programming; portfolio selection problem; multi-scenario model; probability maximization model
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Cites Work
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