Results for portfolio selection

Publications & Outputs

1. Scenario generation for single-period portfolio selection problems with tail risk measures: coping with high dimensions and integer variables

   Fairbrother, J., Turner, A. & Wallace, S., 2018, In: INFORMS Journal on Computing. 30, 3, p. 472-491 20 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review