"A hybrid combinatorial approach to a two-stage stochastic portfolio ..."

Tianxiang Cui et al. (2020)

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DOI: 10.1007/S00500-019-04517-Y

access: closed

type: Journal Article

metadata version: 2024-10-06

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  - https://dblp.org/rec/journals/soco/CuiBDPQHL20
Tianxiang Cui, Ruibin Bai, Shusheng Ding, Andrew J. Parkes, Rong Qu, Fang He, Jingpeng Li:
A hybrid combinatorial approach to a two-stage stochastic portfolio optimization model with uncertain asset prices. Soft Comput. 24(4): 2809-2831 (2020)

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