Journal Articles Journal of Global Optimization Year : 2020

A sparse chance constrained portfolio selection model with multiple constraints

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hal-02950869 , version 1 (28-09-2020)

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Zhiping Chen, Shen Peng, Abdel Lisser. A sparse chance constrained portfolio selection model with multiple constraints. Journal of Global Optimization, 2020, 77 (4), pp.825-852. ⟨10.1007/s10898-020-00901-3⟩. ⟨hal-02950869⟩
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