Robust investment strategies with discrete asset choice constraints using DC programming

Nalan Gulpinar; Hoai An Le Thi; Mahdi Moeini

doi:10.1080/02331930903500274

Journal Articles Optimization Year : 2010

Robust investment strategies with discrete asset choice constraints using DC programming

(1) , (2) , (2)

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Nalan Gulpinar

Function : Author

University of Warwick [Coventry]

Hoai An Le Thi

Function : Author
PersonId : 15507
IdHAL : hoai-an-le-thi
ORCID : 0000-0002-2239-2100
IdRef : 082865043

Laboratoire d'Informatique Théorique et Appliquée

Mahdi Moeini

Function : Author
PersonId : 1184847
IdHAL : mahdi-moeini
ORCID : 0000-0001-6940-7691
IdRef : 128789379

Laboratoire d'Informatique Théorique et Appliquée

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Computer Science [cs]

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https://hal.univ-lorraine.fr/hal-01636742

Submitted on : Thursday, November 16, 2017-10:26:18 PM

Last modification on : Thursday, October 26, 2023-11:49:27 AM

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hal-01636742 , version 1 (16-11-2017)

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HAL Id : hal-01636742 , version 1
DOI : 10.1080/02331930903500274

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

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