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A Chance-Constrained Portfolio Selection Problem under T-Distribution.

Yi WangZhiping ChenKecun Zhang
Published in: Asia Pac. J. Oper. Res. (2007)
Keyphrases
  • chance constrained
  • stochastic programming
  • robust optimization
  • computationally tractable
  • knapsack problem
  • chance constraints
  • multistage
  • reverse logistics
  • third party
  • chance constrained programming