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Stochastic Programming DEA Model of Fundamental Analysis of Public Firms for Portfolio Selection.

N. C. P. Edirisinghe
Published in: OR (2011)
Keyphrases
  • stochastic programming
  • portfolio selection
  • multistage stochastic
  • robust optimization
  • multistage
  • long term
  • evolutionary algorithm
  • special case
  • linear programming
  • statistically significant
  • portfolio optimization