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"An interactive approach to stochastic programming-based portfolio ..."

Murat Köksalan, Ceren Tuncer Sakar (2016)

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DOI: 10.1007/S10479-014-1719-Y

access: closed

type: Journal Article

metadata version: 2020-08-13

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Murat Köksalan, Ceren Tuncer Sakar:
An interactive approach to stochastic programming-based portfolio optimization. Ann. Oper. Res. 245(1-2): 47-66 (2016)

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