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Journal Articles Optimization Year : 2012

Solving continuous min max problem for single period portfolio selection with discrete constraints by DCA

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hal-01636734 , version 1 (16-11-2017)

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Hoai An Le Thi, Duc Quynh Tran. Solving continuous min max problem for single period portfolio selection with discrete constraints by DCA. Optimization, 2012, 61 (8), pp.1025 - 1038. ⟨10.1080/02331934.2011.593179⟩. ⟨hal-01636734⟩

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