An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models
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Publication:515750
DOI10.1016/j.cam.2016.12.020zbMath1358.91095OpenAlexW2561510057MaRDI QIDQ515750
Farahnaz Omidi, Behzad Abbasi, Alireza Nazemi
Publication date: 16 March 2017
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2016.12.020
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