Robust and Reliable Portfolio Optimization Formulation of a Chance Constrained Problem
By: Raghu Nandan Sengupta and Rakesh Kumar
Authors
Raghu Nandan Sengupta
Rakesh Kumar
DOI: https://doi.org/10.1515/fcds-2017-0004 | Journal eISSN: 2300-3405 (formerly 0867-6356) | Journal ISSN: 0867-6356
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
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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.