Robust portfolio selection based on a multi-stage scenario tree
| Year of publication: |
2008
|
|---|---|
| Authors: | Shen, Ruijun ; Zhang, Shuzhong |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 191.2008, 3, p. 864-887
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