Journal Articles
Journal of Global Optimization
Year : 2020
Abdel Lisser : Connect in order to contact the contributor
https://centralesupelec.hal.science/hal-02950869
Submitted on : Monday, September 28, 2020-12:37:57 PM
Last modification on : Thursday, March 14, 2024-3:14:05 AM
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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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