Scenario generation for single-period portfolio selection problems with tail risk measures: coping with high dimensions and integer variables (2015)
Attributed to:
Lancaster University - Equipment Account
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1511.04935
Publication URI: http://dx.doi.org/10.48550/arxiv.1511.04935
Type: Journal Article/Review
Parent Publication: arXiv e-prints