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A chance-constrained approach to stock selection in Hong Kong - MaRDI portal

A chance-constrained approach to stock selection in Hong Kong

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Publication:4879299

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DOI10.1080/00207729608929187zbMath0844.90010OpenAlexW1983976009MaRDI QIDQ4879299

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Publication date: 27 May 1996

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729608929187

zbMATH Keywords

chance-constrained programming Markowitz model

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15)

Cites Work

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