A DC Approach for the Chance-Constrained Portfolio Optimization Problem

Lecture notes in networks and systems 2026

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Authors: Hoai An Le Thi, Thi My Le Le, Julien Wallart, Hoai Minh Le

DOI: 10.1007/978-3-032-08381-4_2

Cited by: 0

References: 16

Fields of Study & Subjects

Risk and Portfolio Optimization Capital Investment and Risk Analysis Advanced Multi-Objective Optimization Algorithms

References 16