An interactive approach to stochastic programming-based portfolio optimization

Annals of Operations Research

Volumn 245, Issue 1-2, 2016, Pages 47-66

  Köksalan, Murat ^a   Şakar, Ceren Tuncer ^a  

^a HACETTEPE UNIVERSITY   (Turkey)

Author keywords

Interactive weighted Tchebycheff procedure; Portfolio optimization; Stochastic programming

Indexed keywords

EID: 84908543951     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1007/s10479-014-1719-y     Document Type: Article

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