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A sparse chance constrained portfolio selection model with multiple constraints

Published Online: 2020-03-17

Published Print: 2020-08

Authors

Chen, Zhiping https://orcid.org/0000-0002-9015-9247
Peng, Shen

Lisser, Abdel
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (11571270, 71371152)
License Information

Text and Data Mining valid from 2020-03-17

Version of Record valid from 2020-03-17
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Article History

Received: 19 September 2018

Accepted: 7 March 2020

First Online: 17 March 2020

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