A hybrid combinatorial approach to a two-stage stochastic portfolio optimization model with uncertain asset prices
Crossref DOI link: https://doi.org/10.1007/s00500-019-04517-y
Published Online: 2019-11-19
Published Print: 2020-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cui, Tianxiang
Bai, Ruibin
Ding, Shusheng
Parkes, Andrew J.
Qu, Rong
He, Fang
Li, Jingpeng
Text and Data Mining valid from 2019-11-19
Version of Record valid from 2019-11-19
Article History
First Online: 19 November 2019
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: The authors declare that they have no conflict of interest.