Different probability distributions for portfolio selection in the chance constrained compromise programming model
Ian Boswarva and Belaid Aouni
| Year of publication: |
2012
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|---|---|
| Authors: | Boswarva, Ian ; Aouni, Belaïd |
| Published in: |
INFOR : information systems and operational research. - Ottawa : INFOR Journal, ISSN 0315-5986, ZDB-ID 121260-6. - Vol. 50.2012, 3, p. 140-146
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| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009748814