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"Model and efficient algorithm for the portfolio selection problem with ..."

Farnaz Hooshmand, Z. Anoushirvani, S. A. MirHassani (2023)

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DOI: 10.1111/ITOR.13239

access: closed

type: Journal Article

metadata version: 2023-06-02

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Farnaz Hooshmand, Z. Anoushirvani, S. A. MirHassani:
Model and efficient algorithm for the portfolio selection problem with real-world constraints under value-at-risk measure. Int. Trans. Oper. Res. 30(5): 2665-2690 (2023)

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