A two-stage stochastic mixed-integer program modelling and hybrid solution approach to portfolio selection problems-Reference-Cited by-同舟云学术

A two-stage stochastic mixed-integer program modelling and hybrid solution approach to portfolio selection problems

Published:2014-12 Issue: Volume:289 Page:190-205
ISSN:0020-0255
Container-title:Information Sciences
language:en
Short-container-title:Information Sciences

Author:

He Fang,Qu Rong

Funder

EPSRC

Publisher

Elsevier BV

Subject

Artificial Intelligence,Information Systems and Management,Computer Science Applications,Theoretical Computer Science,Control and Systems Engineering,Software

Reference47 articles.

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5. Computational study of a family of mixed-integer quadratic programming problems;Bienstock;Math. Program.,1996

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