Skip to Main content Skip to Navigation
Journal articles

Robust investment strategies with discrete asset choice constraints using DC programming

Document type :
Journal articles
Complete list of metadatas

https://hal.univ-lorraine.fr/hal-01636742
Contributor : Hoai An Le Thi <>
Submitted on : Thursday, November 16, 2017 - 10:26:18 PM
Last modification on : Thursday, November 16, 2017 - 10:26:18 PM

Identifiers

Collections

Citation

Nalan Gulpinar, Hoai An Le Thi, Mahdi Moeini. Robust investment strategies with discrete asset choice constraints using DC programming. Optimization, Taylor & Francis, 2010, 59 (1), pp.45 - 62. ⟨10.1080/02331930903500274⟩. ⟨hal-01636742⟩

Share

Metrics

Record views

86