An Application of Chance Constrained Programming to Portfolio Selection in a Casualty Insurance Firm
Work
Year: 1969
Type: article
Source: Management Science
Institutions Wright-Patterson Air Force Base, U.S. Air Force Institute of Technology, Wesleyan University
Cites: 9
Cited by: 52
Related to: 10
FWCI: 5.2
Citation percentile (by year/subfield): 96.03
Subfield: Control and Systems Engineering
Field: Engineering
Domain: Physical Sciences
Open Access status: closed