Robust and Reliable Portfolio Optimization Formulation of a Chance Constrained Problem
Authors
Raghu Nandan Sengupta
Rakesh Kumar
Language: English
Page range: 83 - 117
Submitted on: May 31, 2015
Accepted on: Jan 23, 2016
Published on: Mar 4, 2017
Published by: Poznan University of Technology
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year
Keywords:
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© 2017 Raghu Nandan Sengupta, Rakesh Kumar, published by Poznan University of Technology
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.