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A mixed 0-1 LP for index tracking problem with CVaR risk constraints
Wang, Meihua
;
Xu, Chengxian
;
Xu, Fengmin
;
Xue, Hongang
-
2012
Persistent link: https://www.econbiz.de/10009582063
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A mixed 0–1 LP for index tracking problem with CVaR risk constraints
Wang, Meihua
;
Xu, Chengxian
;
Xu, Fengmin
;
Xue, Hongang
-
2012
Persistent link: https://www.econbiz.de/10009987931
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