A mixed 0–1 LP for index tracking problem with CVaR risk constraints
| Year of publication: |
2012
|
|---|---|
| Authors: | Wang, Meihua ; Xu, Chengxian ; Xu, Fengmin ; Xue, Hongang |
| Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 196.2012, 1, p. 591-610
|