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"Complexity of Scenario-Based Portfolio Optimization Problem with VaR ..."

Xiaoguang Yang et al. (2002)

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DOI: 10.1142/S0129054102001370

access: closed

type: Journal Article

metadata version: 2017-05-27

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  - https://dblp.org/rec/journals/ijfcs/YangTLC02
Xiaoguang Yang, Shuo Tao, Rongjun Liu, Mao-cheng Cai:
Complexity of Scenario-Based Portfolio Optimization Problem with VaR Objective. Int. J. Found. Comput. Sci. 13(5): 671-679 (2002)

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