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

Yi Wang, Zhiping Chen, Kecun Zhang (2007)

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DOI: 10.1142/S0217595907001401

access: closed

type: Journal Article

metadata version: 2020-05-12

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  - journals/apjor/WangCZ07
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  - https://dblp.org/rec/journals/apjor/WangCZ07
Yi Wang, Zhiping Chen, Kecun Zhang:
A Chance-Constrained Portfolio Selection Problem under T-Distribution. Asia Pac. J. Oper. Res. 24(4): 535-556 (2007)

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