A two-stage stochastic mixed-integer program modelling and hybrid solution approach to portfolio selection problems (2014)

First Author: He F

Attributed to: Towards More Effective Computational Search funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.ins.2014.08.028

Publication URI: http://dx.doi.org/10.1016/j.ins.2014.08.028

Type: Journal Article/Review

Parent Publication: Information Sciences