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~person:"Turner, Amanda"
~subject:"Logistics"
~subject:"Stochastischer Prozess"
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Turner, Amanda
Wallace, Stein W.
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Crainic, Teodor Gabriel
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Scenario generation for single-period portfolio selection problems with tail risk measures : coping with high dimensions and integer variables
Fairbrother, Jamie
;
Turner, Amanda
;
Wallace, Stein W.
- In:
INFORMS journal on computing : JOC
30
(
2018
)
3
,
pp. 472-491
Persistent link: https://www.econbiz.de/10011948065
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