Robust portfolio selection based on a multi-stage scenario tree

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Publication:932207

DOI10.1016/j.ejor.2007.01.059zbMath1157.91014OpenAlexW1973074195MaRDI QIDQ932207

Ruijun Shen, Shu-Zhong Zhang

Publication date: 10 July 2008

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2007.01.059




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