Work

A hybrid combinatorial approach to a two-stage stochastic portfolio optimization model with uncertain asset prices

Year: 2019

Type: article

Source: Soft Computing

DOI: 10.1007/s00500-019-04517-y

Authors: Tianxiang Cui, Ruibin Bai, Shusheng Ding, Andrew J. Parkes, Rong Qu, Fang He, Jingpeng Li

Institutions: University of Nottingham Ningbo China, Ningbo University, University of Nottingham, University of Westminster, University of Stirling

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2989646934

FWCI: 1.756

Cites: 108

Cited by: 25

Related to: 10