Robust portfolio selection based on a multi-stage scenario tree
Work
Year: 2007
Type: article
Authors Ruijun Shen, Shuzhong Zhang
Institution Chinese University of Hong Kong
Cites: 18
Cited by: 26
Related to: 10
FWCI: 1.988
Citation percentile (by year/subfield): 90.55
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed