A data-driven stochastic decision support system to investment portfolio problem under uncertainty
Author:
Publisher
Springer Science and Business Media LLC
Subject
Geometry and Topology,Theoretical Computer Science,Software
Link
https://link.springer.com/content/pdf/10.1007/s00500-022-06895-2.pdf
Reference42 articles.
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3. Bazaraa MS, Sherali HD, Shetty CM (2013) Nonlinear programming: theory and algorithms. Wiley
4. Benati S, Conde E (2022) A relative robust approach on expected returns with bounded CVaR for portfolio selection. Eur J Oper Res 296(1):332–352
5. Bhattacharyya R, Hossain SA, Kar S (2014) Fuzzy cross-entropy, mean, variance, skewness models for portfolio selection. J King Saud Univ Compu Inf Sci 26(1):79–87. https://doi.org/10.1016/j.jksuci.2013.04.001
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