Work

Robust optimization framework for cardinality constrained portfolio problem

Year: 2011

Type: article

Source: Applied Soft Computing

DOI: 10.1016/j.asoc.2011.09.006

Authors: Seyed Jafar Sadjadi, Mohsen Gharakhani, Ehram Safari

Institution: Iran University of Science and Technology

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2060156946

FWCI: 3.475

Cites: 36

Cited by: 45

Related to: 10