"A mixed 0-1 LP for index tracking problem with CVaR risk constraints."

Meihua Wang et al. (2012)

> Home

Details and statistics

DOI: 10.1007/S10479-011-1042-9

access: closed

type: Journal Article

metadata version: 2020-08-13

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/anor/WangXXX12
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/anor/WangXXX12
Meihua Wang, Chengxian Xu, Fengmin Xu, Honggang Xue:
A mixed 0-1 LP for index tracking problem with CVaR risk constraints. Ann. Oper. Res. 196(1): 591-609 (2012)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.